I do because my dreams are filled with such emotion. The darkness that lurks there tries to torment me as it did, it knows what I fear. Even my good ones are tormenting but in a different way as they are creations of my heart and mind, thus I'm often given that which I desire most only to have it fade with the dawn.
It's one thing to live a life where love eludes you but another to be given it so freely only to have it taken away. I remember in a dream sharing a kiss so passionate that upon awakening I found myself in tears!
It's why I strive for constant lucidity in the dream world because despite the dangers, which I know how to fight, it's better than the dream world's tyrannical rule.
Edit: logisticsguy that would be increadible!