I have noticed that my lucid dreams tend to always feel like they could end at any moment if I don't pay a lot of attention to them.
It's kind of like trying to keep balance on a slender rope - in order to do that you must be very focused at all times and constantly shift your weight to avoid falling.
That's kind of like what lucid dreams feel like to me - always very close to fading and making me wake up as a result.

I agree that you shouldn't worry too much about trying to stay in the dream, but rather just try to be self-aware of the dreamworld and calmly remind yourself that you are dreaming.
Might as well enjoy the dream until it ends, since you can never be absolutely sure when it is going to end anyway.