Welcome Sanshiro!

I hear experience in what you write that can't be ignored, especially because I know how many people would agree with you, and yet - I'd like to hear if perhaps there have been negative experiences reported, maybe in this forum. Just to be informed, I don't mean to overly focus on the negative.
What do you define as negative experiences? Something scary as seeing a monster? Not being able to fly? Having nightmares?
Lucid dreaming makes people less prone to nightmares, due it's natural influence on our perception and response to this negative stimulus, but it doesn't mean you won't have a bad dream or see something that might scare you. The difference though, is that as lucid you can realize (with more or less difficulty depending your your level of lucidity) that nothing can harm you, and that ultimately, you decide what kind of experience you want. Even if you had a horrible nightmare, you can always wake yourself up