Well, some people do experience SP and REM atonia, and many do not. Yet, both groups do have lucid dreams the same way. We all get SP and atonia, but for majority of people it comes after we fall asleep, so we don't notice it at all. Some people do notice it. Sounds like you are one of them.

But either way, it makes no difference in relation to lucid dreaming. As any good tutorial will tell you (WILD by Sageous) - you don't pay attention to any distractions you experience while falling asleep during WILD attempt.

Immobilization, hallucinations, sensations - those are either there or not, it doesn't matter. You just soldier through them, knowing that none of it is real and none of it can hurt you. You just continue to your lucid dream.

And I don't believe it will cause you any harm. What is happening is, that SP comes little sooner for you and since you are keeping your mind awake, while your body falls asleep, you notice things, you don't notice on nights, when going to sleep normally, without WILDing. Hope this makes sence. Happy dreams