Hey there,
To answer your question, you have to make a difference between something being 'impossible' and 'improbable'
As Dodobird quite correctly said, light levels can change in dreams, sometimes quite suddenly and drastically.
However, for most people, they don't often do so. It can happen, but in most dreams 'sudden and drastic' light level changes don't really happen, at least not while your attention is on the change. Usually they either gradually change, or they change without you noticing it and only later do you realise 'its not light' or 'it's not dark' anymore.
Turning a light switch however falls under the category of a 'sudden and drastic' light level change, which for a lot of people fails most of the time (notice: not 'all people', and not 'all the time', then it'd be an impossibility). Because of this, it's a fairly reliable reality check.
The real question is why this 'sudden and drastic light level change' doesn't happen more often. My guess is this has to do with the actual stimuli of your eyes still sending input to the brain, which is being filtered into your dream. (Close your eyes while looking at the sun, or close them in a dark room, it's a big difference!). This is more likely to happen the lighter your sleep is (usually also the sleep stage in which most lucid dreams appear). A sudden change in light level might be too contradictory to the input your mind is actually getting from another source, and thus the lightswitch fails. That's ofcourse purely hypothetical 
Hope that helps,
-Redrivertears-
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