In conversation, people don't form full sentences in their head before they start speaking, they literally construct them on the fly. Allowing for that, I'd say it's a little tortuous, but perfectly comprehensible. I wouldn't even have noticed it had it not been written down & pointed at with a big fluorescent flag. I would feel the same had the speaker been a Brit. It's the type of structure people do actually use.
Honestly, I couldn't deconstruct it into component parts, I am not a grammarian. Sure, I could re-phrase it, but it's actually 'fine' for a given definition of 'fine' as it is. To a native it's easily parseable. Any strict/technical grammatical errors are just forgiven in this type of structure.
How do you learn to do this for yourself?
I think you'd have had to be thinking in English since the age of three. I bet you can do similar in your own language without even thinking about it.
If someone said, "Since the weather has been so hot recently, we have been having ice cream every day" would you feel the same way about it, or would it be more readily parseable?
You probably wouldn't re-construct it as …
"It has been hot. We must have ice cream. We must have it every day."
As has been ponted out in comments, the 'must' aspect is not one of obligation, but one of reduction. As Sherlock Holmes said, "Once you have eliminated the impossible, what remains, however improbable, must be the truth." [or similar… I didn't look it up.]
So to take a ludicrous example…
My lawn has many footprints between my door & my neighbour's, spoiling the grass. I live in central London. It can't have been elephants. It's unlikely to have been horses. Therefore, it must have been my neighbours, walking directly between, rather than taking the cement path.