This happens to me too sometimes. I act like I'm lucid, perform good dream control, and sometimes even talk to DCs like I know that I'm dreaming... All without actually being conscious.

99% of the time when people become lucid, they suddenly become "aware" within the dream and can feel themselves become conscious. If that didn't happen, even on a minor level, you weren't lucid.

You may be doing so much lucid dream-related things during the day, it just makes its way into your dreams, the same way that if you watch a scary movie, you might have a nightmare.