You don't need to consciously know it to be aware that you are dreaming - many times I've been completely absorbed by the plot without the slightest hint that I'm dreaming until I've had a DC walk up to me and convince me that I'm dreaming.

I think what's going on here is that you subconsciously know when you are dreaming and just don't transfer it over into true awareness. Try using awareness like mentioned above, or trying using mantras to help enforce the notion that you'll realize that you're dreaming.

You're close! You just have a tiny step further