Maybe you're scared of lucid dreaming. I mean, you might deny that you are scared, but maybe you subconsciously have a fear of it. It's normal, because a lot of people don't lucid dream, and when they first experience, it doesn't feel normal and they try to force themselves to wake up. Sorry, that's not a very good explanation, but I hope you get the point.

If you really want to experience, the lucid dream, when you get that feeling that you want to get out of it, just concentrate to stay in the dream. You can try some dream clarification things, like spinning around or something, and that may help.

Good luck in your dreams!