Because I can't. I don't know what it is, I cannot control what happens in my dreams no matter what. Like seriously, sometimes I'll just be like "Oh this is a dream." And then still not be able to control what happens.

This is a good post on lucid dreaming viewtopic.php?f=77&t=27627
But to answer your question, I can sometimes do it. Though it's incredibly rare for me. It's awesome whenever I realize that I'm dreaming because then I just think about games (usually Halo) and pretend that I'm Master Chief or I'm a part of a game that I played earlier.

a lot of times, when I'm fully aware that I'm lucid dreaming, I get too excited and wake up...

... but, I've made tea out of calea zacatechichi and blue lotus & consumed before bed and gotten incredibly vivid dreams... the herbs are rather cheap, legal, and easy to get ahold of... you should try it.

Did it once woke up in my own bed my own room but my laptop was next to me that was kinda weird didnt leave it there decided to lift up my arms.. that shit is heavy as fuck..
Once i spawned in my dream at my old school tried flying crashed into a car my brain couldn't process it then i woke up..
its just a matter of becoming aware and focus on controlling it.. as a kid i could do all kinds of shit with my dreams but my pineal gland is fkd and my brain is fkd so ye its harder

You can actually get like these pills that keep ur brain active while your body goes to sleep they are called Lucid Dreaming Suplements.. wish to try them sometime
PS: do ur reallity checks and make sure to write down the details of ur dreams to entert them again in the future