Actually, I think we do remember quite a bit more of our dreams than we think -- its just that the memories are usually stored in different tracts in your brain than waking memories. It's basically state-dependant learning. For example, if you learn something when you are drunk, then you are most likely to remember it when you are drunk. The reason that you recover dream memories during sleep and awake memories during waking is because these two states of consciousness are so different from each other. But with lucid dreaming, these states of consciousness become more similar over time, and these different memory tracts might eventually converge a bit.