I too had noticed that I remembered things that weren't real memories, while in dreams, but after a lot of thinking and noticing I noticed that indeed they weren't "real life" memories; but instead they are memories of past dreams. When you start to remember a lot of dreams you'll probably notice that.

But why do you not remember those things or settings, when you are awake. Well, they are still in your brain they just need an anchor to bring them to the surface.
So unless you see the same place again you will never think about it or even remember it exists.