Dream possessions and attempting to wake up with them

Have you ever LDed and saw things that u wanted to make yours no matter that you know it was a dream and you had to have it? Like you found money or jewelry in a dream and knew you were dreaming and thought you could bring it to the "real-world" by putting it on your person or in your pocket, I had many dreams where I found Jewelry and went on a DC robbing spree and started sticking up DC'S for there possessions I went on a mad spree thinking all these things would come with me when I woke up, and end up getting out of bed very disappointed.

That's happened to me a few times before and everytime I'm so bummed that it wasn't real. One time I had a dream that I found a beautiful piece of jewelry and when I woke up, it was in my hand. But of course that I was a dream as well and I then I woke up again. I was mostly sad because it would be incredible to actually pull something out like that. Impossible, but incredible.

I hate that feeling.

Long time ago, I had this dream that I found this website online that would let me play all my favorite old arcade games on my computer. I woke up the next morning hugely depressed that it wasn't real or possible.

Then, while having breakfast, I realised it wasn't a dream, and that it really happened. That's a great feeling.

Like when you spend a perfect night with an awesomely hot girl, and wake up the next morning thinking it was a dream. Depressing until you look over and she's in bed with you.

Yeah quite often, and not just with material possessions either...

why is it that we know its a dream and we know were Lucid but we still think that we can transport items with us when we wake by holding it in our hand, then we wake up and look for it to get that heavy disappointed feeling, is it that we thinks the dreams so vivid that anything is possible, of course? or is it that we forgot mostly how it works in the "real-world". Are we that absorbed by the dream that we forget the laws of physics, if so can it be a fact that while Lucid were able to live or lives and forget that the real world exists even though we know its a dream.