If it is something really important, your mind will come back to it. It's not like it only gets one opportunity to share an important message with you. Also I think that a lot of times dreams are a creative problem solving strategy that just takes a bunch of things including current issues, things one randomly noticed, and memories, and then your mind subconsciously tries to make new connections behind those where there were none before. That is a powerful tool, and I would not want to replace all of that kind of activity with conscious thought - so having all of one's dreams lucid with full control and no subconscious input ever might mean that one is deprived of this powerful tool for problem solving. However, very few people are lucid in all dreams, and even in lucid dreams most people have elements that they do not control, so I think the subconscious can continue to do its stuff with most lucid dreamers. Also there are ways to get more in tune with one's intuition in waking life, and lucid dreaming also allows one to converse with parts of one's subconscious if one so chooses. So if a person wishes, one can then both in waking life and in dreaming create more collaboration between one's conscious mind and one's subconscious / intuition / conscience. I would think that this would be very beneficial, and lucid dreaming contributes toward that, I think, unless one takes the conscious control over everything to an extreme.