Going with the flow, exploring the dream and doing dream ADA is a great approach, and possibly what yogis/buddhist monks are doing. I think that it is an even more advanced special case of dream control and it can be harder to achieve (in terms of dream length).

Whenever I have done so, (especially before joining DV), I have encountered two difficulties - losing lucidity by being distracted by elements of the dream, or losing stability and the dream ending. Knowing you have a task to do may actually prolong the dream because it keeps you more alert (although rushing may destabilize it). But I am not so experienced, so I am sure there are effective ways to deal with these obstacles.

I think one should be really flexible when it comes to dreams, sometimes the dreams calls for more observation and it is better to just let go and merge with it and as gab said, allow yourself to be surprised. At other times it is more appropriate to practice some dream control and enhance whatever skills.