First of all, you cannot remain in REM stage forever. It's impossible to have a dream the lasts for more than around 1,5hours. We dream in bursts, meaning we eventually wake up. There's not a single case that I know of of someone not being able to wake up when REM stage ends.

Secondly, you have it all: you have an open door to a world of possibilities, but that world exists only in your head. Due this, you should take it as a bonus in your life, not as something you should worry about. Remember that thousands of people lucid dream, and according to LaBerge, 70% to 80% of the world's population has experienced a lucid dream in their lives.

So, just relax, and realize you're very lucky to have those extremely vivid dreams, and enjoy. You can do anything and you won't get harmed in any way (ofc some lucid dreams may be nightmares but they don't physically harm you), because you're doing impossible things...while dreaming