I'm guessing they can remember having seen things in the dream in the same way that they can remember having seen things in waking life, but cannot voluntarily conjure arbitrary images while awake.
I think the range of abilities and experiences around visualization, perceptual memory, and so forth, suggests that seeing and remembering are pretty complicated collections of multiple simultaneous processes that are a little differently expressed in different people, and that are not necessarily perfectly coordinated.
More generally, I think we tend to think of ourselves as singular, but we have pretty good reasons to think that a person isn't actually a singular thing, but is instead a collection of many processes that are only more or less coordinated and cooperating.