I fly in almost every dream, and I've been really lucid very few times (I remember only the last one, and I do not even remember how I became lucid).

It's like the unconscious tells me what to do, but I decide how to do it; I usually do somethig metaphysical, flying to get anywhere for example; flying is cool, sure, but if I was lucid I would do a lot more interesting things and anyawy I usually limit myself to fly to the place I want to reach without doing anything else (and I'd love to fly in a cool way, I almost did it tonight but I instantly woke up during the first loop... too excited for being lucid)

Anyway, I (almost) always miss that I'm dreaming.