I had this idea: Maybe we have a hard time moving/running and speaking/screaming in our dreams because of sleep paralysis. Maybe our physical bodies are in sleep paralysis to keep us from physically reacting to our dreams, but we are still receiving our proprioception (sense of the body's position, et cetera) input somehow, kind of like sometimes when I eat things in dreams it tastes like morning breath.
Maybe we need to learn how to block out input from our physical body during dreams.