I think I have possibly discovered the most annoying aspect of attempting to attain lucidity (well, apart from all of the other annoying aspects of it).

I was in a dream the other day, and I was lying in my bed (in the dream) and I thought "I can teleport, why am I lying here?" so I picked somewhere to go and teleported there. Once I got there I realized that there was no way I could actually teleport and that it must be a dream.
Here comes a lucid dream right? right?
No.
I kept on doing dream things and generally not being lucid even though I knew it was a dream. Why on earth did this happen and what can one do about it?