I think one of the reasons occultists (and other people, don’t forget all the other people ) are into studying lucid dreams is because it’s a good way to explore what’s going on in your mind (as are normal dreams). It’s a way to get to know yourself better, and for some people a way to take control of some things, for example facing their fears, or gaining confidence for something, etc.
Lucid dreaming in itself has absolutely nothing to do with the occult, and being into lucid dreams does in no way mean you’re automatically into the occult.
/me agrees with Sureal’s 3rd point.
No, unfortunately (or fortunately, depending on what you’d wanna bring back), you can’t bring anything back. I’d love to take souveniers from some of my dreams , but on the other hand, maybe it’s better this way… if you could take positive things with you, maybe you could take negative things with you as well… and I know I wouldn’t like my room being filled with monsters from my dreams.