Theres no way I could not have been lucid?

In one of the older dreams one of the characters actually said: "this is a dream, WAKE UP!"
Im not lying and I did not go lucid.

Your awareness was just not high enough so you could not realise it. Mind was not clear and focused so you just went by without really thinking about it. Keep practising, put thought into your reality checks and you will get there :)

Things like that have happened to us all, and it's the most annoying thing ever xD
Like hotchips said, you didn't have enough awareness to actually do anything with the information that the dream character gave you.