Bang on.. Several thought experiments and constructs he would present in the lectures will elucidate/challenge a foundational concept in such a manner as to lead an inquisitive reader or student on a quest to absorb the extant knowledge just to be able to answer the conundrum satisfactorily. Many of these have since become classics.
Yes, another thing Feynman is doing is teaching people how to think about and model problems in a simple but reliable way in their mind, something he was very good at. In a sense his specific subject matter is just an example to demonstrate the process.
A textbook that just plainly presents the facts about a specific phenomenon isn't necessarily training you to think like a theorist, in the way Feynman is.