Your subconscious might be trying to keep you from being lucid. I'm not sure if subconsciousnessesesesesesesessssss...
do that or not. Generally in a dream I accept it as reality and kind of follow some sort of story that I'm not entirely clued into. That might be why you think it is futile.

Otherwise, now that you have said that is what they "always" do, you will expect them to, thus they do.