Lol, it happened to me again last night! I had a dream in which somebody paid for a session with a cute sex worker for me as a gift, and then I woke up just as I was about to start having fun with the sex worker and was getting turned on. I was a little irritated that my brain didn't let me sleep another ten minutes.

My initial impulse was to theorize about why this happens in psychoanalytic terms: maybe I have some internalized sex-shame and won't let myself have erotic experiences in dreams, or maybe I don't think I can construct a believable erotic dream because I'm a virgin so I wake myself up. But, thinking about this, I wonder if the real explanation is more primal and simpler. Sexual arousal is, well, arousal; your heart beats faster, you breathe faster, you become more aware of sensory stimuli, you become excited, I think adrenalin is probably involved; it makes sense that arousal would trend toward wakefulness!