Perhaps, at some level, you don't really believe that you will be able to. Maybe your subconscious knows you can fly, since you can fly in your non-lucid dreams, but your conscious mind won't allow that kind of break in the laws of physics.

Since you know you can fly in non-lucid dreams, flying in lucids shouldn't be all that tough (I know, easy for me to say ). But you have to really have total confidence that it will work. Keep reminding yourself that you fly in your dreams all the time -- and that just because you're lucid, that shouldn't change anything.

Do you have trouble doing any other "impossible" things in your LDs?