I think that maybe when you realise you are dreaming, your mind goes into a panic and tries to get you to wake up.

I don't have such a severe reaction, but sometimes when I am dreaming, I realise that it is a dream because something in the dream isn't quite as it should be in waking life. Once I realise that I am dreaming I always want to wake up, even if it's not really a bad dream.

Maybe that's something about lucid dreaming - that your conscious mind has a very strong urge to stay awake, which is why your dreams are lucid in the first place.

If this is bothering you a lot, you might consider seeing a counselor.