Weird Lucid, wasent fully lucid but I was?!

well, I had a lucid last night, by doing a reality check.. (In my dream were I rode santas sleigh I think I meet my dream guide) anyways I asked "Can I see my dream guide?" nothing...
Then I found her just walking in my back yard (I had a FA) And I still knew I was dreaming.. I Had dont a reality check by counting my fingers... Anyways... Next thing I know, I am having sex with her... I Dint remember doing this... I just remember she was bent over, and her legs were in a weird position and I asked could she move them.. and she did...

Why dont I remember anything tht lead up to that? Is it my dream recall? I dont think so because I can remember everything else very clearly. and I can remember choosing my actions and everything...

And sometimes I dream I am having a lucid dream, but when I wake up it just fells like that was part of the dream.. Like I was just thinking I had a lucid dream, when I Really wasent, when in fact I was dreaming...
Why is that? and has that ever happened to anyone?