"Experience" in UX design comes from at least three different sources: Postmodern philosophy, art, and architecture.
In Postmodern philosophy the 'subject' was studied in relationship to the objective world. Many Postmodern philosophers studied how the individual could be turned into a 'subject'. The interaction between subject and object was experience.
In art, Postmodernism again, a work of art was not complete unless a person/subject interacts with it. Art was seen as 'experience'. Social media is a direct result of this theory.
In architecture, human factors were studied in the 19060's and 70s and this became the foundation for UX design. A person's experience of their environment was studied and the same analysis techniques were used in UX design.