I guess the experience is agreeable to you? I have lucid dreams sometimes, and something about it is very unsettling to me. I sometimes have non-lucid nightmares where I can feel myself losing my mind, with uncontrollable visual hallucinations and a sense of falling apart mentally. I also have nightmares where I wake up from a dream, only to realize I'm still dreaming, over and over again. Somehow the lucid dreams I have feel similar to this, there's a strong sense of being at risk of going mad. Maybe it's that I haven't trained for it, but I don't particularly feel like I want to learn to have more of those.