It's all to do with the Autonomic Nervous System (ANS) which has two main divisions 1) Sympathetic Nervous System (SNS) and the Parasympathetic Nervous System (PNS)
PNS is associated with the secretion of glands throughout the body and also the act of passing water (micturition) and the SNS is associated with emotion.
Easy way to remember: P is for p1ssing and S is for sex.............
When you listen to that song on X-Factor, the SNS clicked into gear and all blood was drained from your skin which became white and gave you the impression of "goosebumps"