I believe the reason why most of us are not natural lucid dreamers is because we simply aren't lucid enough in our waking lives.
If you think about it, lucidity seems to be particularly common among children, and I believe this is because children are still relatively curious about their environments, since so much is still new to them, so they will observe everything, listen to everything and feel a great interest for their surroundings in general.
This probably carries over to their dreams as well, so that they more easily realize that they are dreaming at that point.
When you grow up, you become more and more used to everything around you (I am sure we have all gone through the painful phase when we no longer feel any great excitement for the things that used to be so fascinating, like birthdays and Christmas Eve), and lose interest in it, and this also makes you stop paying attention to the dreams.