Hmmm. Now that's interesting. That is the first time I've heard of something like that.
Actually I have a hard time fathoming how that would happen. You're saying that even after your dreamself just said "I'm dreaming," you still didn't know you were dreaming? o.O Every time I've uttered the words "I'm dreaming" I did it because I was aware I was dreaming. Never has it just come out of nowhere.
But, that's not to mean that it doesn't happen to you, so...-shrugs-..if you say so.