That's usually what happens when your body isn't yet fully immersed in the dream and Sleep Paralysis hasn't set in. This happened to me a lot in school when I would doze off and purposefully let my mind pick up some extremely realistic scene, only to suddenly jerk or move because I wasn't fully asleep.

Basically, because you haven't hit Sleep Paralysis fully, you could, at any time, send the actual signal to make your arm move, rather than thinking about it.