I wouldn’t get too caught up on making things happen. Sometimes you have less control than others. It depends on a lot of factors. Level of lucidity is a big one, but sometimes clarity and “realness” of the dream can contribute.
Almost anything you do in a dream is based on expectations. Once you get the idea in your head that you have no power or control, that’s going to be what happens. While it may be frustrating, I say roll with it. Go around and explore in your dream. I promise you will find things of interest. There’s a lot more to lucid dreaming than just doing whatever you want. Of course, keep reminding yourself that you’re dreaming so you don’t lose lucidity.