I'm not quite sure while the flame column spell would cause you pain while the fireball didn't, but it's not hard to prevent pain in lucid dreams. They key to dreams is expectations. You have to expect things to happen in order for them to. If you expect something to hurt, especially if it's just subconsciously, then it will hurt. If you believe that you'll be fine, no pain will be felt.

I haven't played Skryim in a long time, is the fireball one where you create a fireball above/between your hands? Is there any contact between flame and hands? As I recall, the flame column is more of a constant line of fire from your hands. It may be that you saw/noticed the fire touching your hands and your subconscious kicked to give the feeling of pain.

I may be completely wrong (I probably am) but the part about expectations is true for sure. If you expect something to hurt, it will. If you believe you'll be fine (which you should, because it's just a dream!) then you'll be fine