I agree with what has been previously been said – I personally started thinking of SP, until you mentioned the sinking and the entrance into a dream; it is much more likely to probably just be remaining REM Atonia and just consciously falling asleep, as has been mentioned by others in their replies. In fact, it is a very nice opportunity for you – it is a type of lucid dream induction called WILD (Wake Initiated Lucid Dream); since you seem to be new to LD'ing as far as I can tell from your post, I don't know how much you've read about induction techniques, but a WILD is basically where you intentionally let your body fall asleep while keeping your mind conscious in order to slip from waking into an LD. Since you get into the LD by falling asleep consciously, you often go in just knowing that you are dreaming. WILD's (the LDs you get from WILD) are commonly known for typically being quite vivid, but can be difficult and need practice to reach, so if you can reach a higher level of lucidity (like the aforementioned levels of lucidly in a previous response) then you could use these incidents to potentially lead into incredible WILD's. The incidents that you described of waking up into what feels like reality but it's still actually a dream are incidents called False Awakenings, so you'll definitely want to set up LD fundamentals like reality checks as another replier mentioned in case you fall into another one, as well as to help with inducing any type of LD in general.
In fact, now that I think about it, you said that you usually feel this process, which sometimes eventually brings you into LD's, straight after you wake up in the middle of sleep, which kind of sounds like the LD's you get from these are something akin to accidental DEILD's (Dream Exit Induced Lucid Dreams), which are basically a shortened version of the WILD process. We tend to wake up a number of times throughout the night, but we usually don't remember them. It seems that you most likely are catching one or so of these wake-up occasions and waking up a little further, but your body is still tired and relaxed enough that you fall back into a sleep state with your mind still conscious. This is somewhat similar to a DEILD, in which, after you wake up from a dream with more dreaming left to go through, so you keep still so you're still in that REM state and you keep your mind awake as you go directly back into a dream state, usually visualising things to help you re-enter your previous dream or enter a new one, and keep you conscious enough (without letting go of consciousness) that you're lucid in the dream. Except, in your case, you didn't mention whether or not you woke up from dreams (you may not even remember what you were dreaming before you woke up), and you're not really doing any visualising process in order to help with the dream entry, as far as I can tell from what you said in your post.
As the others have said before, embrace it. Your aware dreams, even if you can't control them well, are still lucids; and if you find this happens again, you could use it as an opportunity to enter a potentially great LD, prepared for a lucid and ready to try raise your lucidity level. If you have trouble with dream control because you are low level lucidity (in which, as mentioned by someone else already, in a level at which you are aware that you are dreaming but have not as much awareness of the implications and control you have), I find that a mantra helps, for me at least: remember that when you are dreaming, you are in a world inside you own mind, and you have the power to manipulate everything around you with the power of expectation. Remind it to yourself in a mantra based around that concept, with confidence/confident intent, perhaps when you go to sleep; I found that, after I reminded myself that in a positive, confident manner, it carried over to myself in my dreams (we can still forget things in dreams, even when lucid; I've had issues of not remembering dream goals after becoming lucid, sometimes) and my dream self would think "Okay, this is a dream, I have control over everything here, because this is a world created by my own mind." and it would help me with my level of expectation, and as such, dream control.
Hope that helped!
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