I believe that dreams are made due to the patterns our brains are building, thus the interconnected elements from different parts of our lives. I also think that we only remember our dreams if we become conscious while that pathway building is taking place. So far, my Fitbit has agreed with this idea as it has shown that I have moved directly from an REM to an awake state these past couple of nights.
As I have enjoyed these dreams, I almost look forward to having my sleep interrupted.