Sometimes what wakes me during a lucid dream is the unreal aspects -- such as a short burst of flight. "Wait; i can't do *this!*" *poof* I'm awake. But accepting the situation and applying myself towards the perceived reality of the dream and the body i have in that environment helps.
I have read it is similar with practiced astral projection: some people are jarred back to consciousness their first several times feeling themselves as separate from their physical bodies. But with time and practice, they come to accept it.