Waking yourself inside a dream it's not that common as you know. You're changing your mental schemas, ways to see reality which have been kept with you for years. Now imagine the effort that it is to the brain to simply accept something like "I could dreaming right now". The brain itself fights against you in order to make you loose lucidity, it won't be unusual if in some lucids you just forget that you're dreaming and drift away into a normal non-lucid dream again
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