There are already plenty of interesting thoughts here, but I couldn't resist tossing in my own:
 Originally Posted by gab
Why are non-lucids so different from lucids?
Specifically, why are sensations so different?
I have a feeling that, in truth, they're not.
Seriously. What is different between LD's and NLD's isn't necessarily the quality of imagery/sensations: the same dreaming engine, after all, is creating both types of dreams, and it really doesn't differentiate. And yet, it does seem that LD's can be very different on all those counts you list, plus one or two more. Why? Not from a change in quality, but because when lucid we're paying attention.
I think that our presence in the dream is what makes them so magical. Everything is richer, more beautiful, or emotionally stunning when lucid because you are noticing everything, and doing so from the perspective of your waking-life self. When you are not lucid, you assume that everything is real and normal, and you treat it as such throughout the dream (most NLD's tend to be generally unimpressive until you wake up and remember where you've been, I think). But when you're lucid, you get a chance to personally realize the power of the moment your dream -- and its environs -- presents: you are able to look around and truly "see" your dreamworld, and that seeing -- that special focus on what's around you, coupled with your innate knowledge that it all comes from you -- is what makes all the difference.
There are other things as well, sort of corollaries to paying attention, that I think everyone's already mentioned, like the rush of being able to do things that cannot happen in waking-life (like flying), the sensation of absolute power over your dreamworld, the awe of that unique "realer than real" sensation (BTW, NLD's can also appear realer than real, or more crisply focused and perfectly colored -- PKJacker already nicely described why this is so -- but, being NLD's, you simply don't tend to notice it during the dream).
I also think that emotions -- like feeling incredibly happy -- are amplified in LD's, thanks to that attention. The purity and power of the moment, not to mention the euphoria of noticing that you are enveloped in a perfect "Here & Now" moment that only a dream can provide, can also be subtle amplifiers of emotion.
All that said, I must repeat that the actual imagery of a LD -- at least before you start messing with it -- is really no different than a NLD. Some of my most fantastically vivid dreams, rich in vividness, sensation, texture, and content, never had a wit of lucidity, just as I've had plenty of full-on lucids that were quite dull, imagery-wise... and vise-verse.
Here's a thought that might help explain what I'm saying: with a couple exceptions, you can experience this same sort of thing in waking life: walk through a summer meadow (or city street, or a field of freshly-fallen snow, etc) sometime and really pay attention to what's around you; really get lost in the moment of just absorbing the infinite detail of your immediate reality, with no concern for past, present, or worldly things, and you might feel the same sort of things you do in a NLD. Of course, you still can't fly without help in waking-life!
tl;dr: the imagery and sensations of LD's are exactly the same as NLD's, at least until you start enhancing them on your own. The real difference lies in the fact that you are able, when lucid, to pay attention to the creative miracles your dreaming mind produces for you, every night. It's not so much that lucidity enhances your senses, emotions, or, say, feeling of being alive, it is that, when lucid, you allow all that stuff some front-burner attention, thanks to your self-aware state of mind.
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