Yes, I have similar experiences. About 25 years ago, I was a teen-ager, my cat Mittens wanted out. I was asleep and she usually slept with me, so I drag my sleepy butt out of bed and let her out of my bedroom. I drift back to sleep and I hear that annoying scratching again. I wake up and assume she wants in. Nope, she's scratching to go out! I realize that I must have been sleeping and dreamt I let her out. It felt so real!