I've had that experience too. I think that by getting used to RCs in real life, you kinda expect them not to work. The mind is a powerful thing, and will reflect your expectations subtler than you'd think. If you do an RC whilst awake and of course note that your thumb does not go through your palm, your dreaming mind mirrors that experience. You have in fact learned and conditioned yourself to know that your finger can not go through your palm. I found it more efficient to study your dreams in order to find your personal RCs or signs that you are dreaming. some reoccuring image, some habit that will clearly show you that you can't be awake. I for instance find myself often in my parents house and trained myself to know that I must be dreaming the instance that I am there. Of course, if you suddenly have that overwhelming sensation that you are dreaming, despite finding no prove to it, and then become indeed lucid, feels way cooler and more powerful