Well, what you described is not true for both my non-lucids and my lucids unless I actively try to create the scene (And in turn, what Zelgius and his teacher did).

An example would be, if I am in a market during a dream there will be no set "past" scene. But if I start questioning why I am there will quickly remember false information.
And that only started to happen after my first dream death, when I lost the FAs I once had. Would wake up in bed in all of my dreams, so yeah pretty much, no room for made up past.