It sounds like what might help is to learn how to make your dreams lose some lucidity. In your lucid dreams you're completely aware that you can't be harmed, and everything is predictable. If you were less lucid, it'd be more like a roller coaster, where although you know logically that it's actually less dangerous than driving a car, your mind still thinks its risky at some level, and finds it thrilling. Also, in less lucid dreams, unpredictable things are far more likely to happen.

You probably want dreams that are lucid enough that you know you have control, but not lucid enough that all your fears are gone. Or, you could try setting up the situation you want while still lucid, then abandon most or all of your lucidity as you enter it. This should give you the benefits of lucidity, without the lack of excitement.

As for how to actually lose lucidity, I'm not exactly sure, since as far as i know, no one's ever tried it before. However, the opposites of some of the methods used to gain lucidity might work. Try yelling, "less lucidity now!', or telling yourself your surroundings are very real, or taking anti-lucidity pills, or something like that.

Alternatively, you could just not worry about lucidity, and try learning dream incubation. Try the VILD method, only instead of incubating a dream in which you become lucid, incubate a dream where you're doing whatever it is you want to do in your dream. That way, you can control what you dream about without losing excitement.