After reading some more, I came to the conclusion that nightmares and naturals at LD’ing are indeed related.
Basing myself on what data I have collected so far,
People LD naturally in early ages. Probably all the time the first years. But, people tend to forget to LD, and forget they could eventually.
Like, when I was younger I could remember every pokemon up to 3rd gen, but I forgot with time because it became unimportant, no one talked about it eventually.
Same with dreams: if it’s a subject no one brings up, one is prone to forget them, and one does forgets them if (s)he doesn’t pay enough attention.
Nightmares, instead, are dreams that make you wake up (so you do remember them for sure), and make you talk about them, so dreams become an important discussion subject. Actually, some parents go as far as teaching techniques for acquiring lucidity, so the kids use them and solve those nightmares, but even after that, dreams remain an important subject, and by so, the kids learn to pay attention to dreams, (re)discover lucidity in ordinary dreams, and ultimately enjoy it. This time, they’re not going to forget about lucidity easily, as it has gained a much larger “magic/wonder” factor from when they practiced it when they were kids, as it felt just a natural thing to do, like walking is.
Nightmares, by bringing up the subject in a pressing manner, makes people learn to care about dreams, getting familiar with them, make them know they can control them, and continue doing it.
Others simply forget the whole thing - it’s easy with dreams - and by so, they must get the ability back.