This problem can arise easily if you are unsure about what lucid dreaming truly entails.

Assuming you are new to lucid dreaming, this would mean you are not sure what exactly happens when you become lucid or what it feels like; thus it creates a large unknown aura.

This unknown aura would be manifested in your dreams when you become lucid as emptiness, dark, nothing, because you are not sure what happens.. It appears and manifests as emptiness because, of course, dreams are completely in your mind, thus, what you expect and what you feel is what will be projected, and in this case, unknown and uncertainity, would manifest as emptiness.

Of course it make one wonder, "Why emptiness?". Well, darkness is always associated with mystery and wonder, an unknown factor. You see it all the time in the media when they use dark lighting to create a "spooky" factor, or dark clothing or masks to create the unknown and mystery effect.

Thus, it comes to the dreams..

To overcome it, simply realize all this and just create any scenario you wish. I commonly like to think of highly populate areas as you can become lost in the crowd.

Hope I've been enlightening.