Even when this is not "beyond dreaming", I think the answer has to do with the energy body. When we have lucid dreams it does take more mental energy, then when we just dream on "autopilot". Most people have a hard time to keep their LD stable in the beginning, the LDs are short and little control. My first LD I could not see at all, but only feel my way. As the skills develop, the energy body has also time to develop and grow stronger. It would appear, that some people are able to over strain their dream body (part of energy body) while lucid dreaming.

And for those having hard time with thinking about the energy body. The activity of lucid dreaming will cause a higher blood flow and activity in some areas of the brains that are not used to such. That is then experienced as headache.

I would suggest to try doing something like Chi Gong to allow the energy body to become stronger. Also some basic energy work might be a good idea. Overdoing energy work can also lead to headaches.
Also it might help to go more with the flow of the LD for a while. Be content with a bit less vivid scenes.