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Did Tolkien ever explain why those in the realm of shadows (Nazgul, Frodo, Bilbo) were not visible from the normal realm; and yet could hear and be heard (Nazgul could speak to humans, and hear their responses).

I'm looking for Tolkien-originated explanation, not speculation please.

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I believe the answer is "no". The reason is likely literary. Likely not linking vision to Manwe's piercing sight. –  Gorchestopher H Dec 4 '12 at 0:42
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if you ask me its just like when smeagle bit off frodos finger while he was invisible, you can be hit, and heard while invisible, after all would you hear an invisible ghost if it whispered to you?, would you not feel the chill of its presence, its the same thing... sorry for speculating btw...

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The answer is in the question. The ring makes you invisible, not undetectable.

It stops sight from detecting you, not any other senses or laws of physics.

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