Because dreaming is not real - it’s just pictoral thought, a projection of your mind. What makes dreaming seem real is our temporary identification with the dream character.

If your grasp on reality is so strong you can be conscious while dreaming, good for you! This is a great step towards reality. Did you ever try telling yourself while dreaming - “If I know none of this is real, why am I watching this? Shoosh, go away!” If you are successful in making the dream disappear, you will have an interesting experience. ;)

My guess is that you still dream unconsciously, just don’t remember most of your dreams. The ones that you do dream consciously are a great opportunity to go deeper into understanding yourself, and distinguishing real from imagined.