You can indeed have lucid dreams where you aren't at home, but in some weird space station with aliens trying to rape you or something weird.

That's the point of dreaming: You dream, weird stuff happens, you realize that you're dreaming and unless you try to change it, It will stay like that.

So unless you try to move to an other location, you will stay in that spaceship. (or whereever you are in that dream).

And like someone said:
Lucid Dreaming = "That you are aware that you are dreaming, when the dream starts or somewhere in the dream, *NO MATTER* if you did or did not have control".

So technically all a lucid dream is is a dream where you know, you are dreaming.