Possibly, for some unknown reason, the fear centre in your brain is activating in association with lucidity. Maybe next time you are lucid try turning slowly in a circle looking intently at the dreamscene and repeating aloud "Nothing can hurt me here, I'm not afraid, I'm happy" and think about something that makes you happy as you say this. Practice it during waking life so that it comes naturally when you're lucid.

It can be an overwhelming feeling becoming lucid, but if you prime yourself as much as possible during waking hours that you are going to feel happy the next time you are lucid and imagine yourself lucid and feeling happy, it may help.

Maybe you could try having a fun, simple goal like trying to make a rainbow appear, to distract you.

Good luck!