There is a scientific reason for this. Prepare for minor text wall.

When you fall asleep, your brain erases temporary memory and “closes” permanent memory so that nothing can be stored to it during sleep. This is also the reason you can’t remember what you did a few minutes before falling asleep. Therefore, your dreams are stored in temp memory and you can only remember them for a little bit after waking.

Don’t quote me on this, I found it somewhere, and my somewheres tend to be pretty reliable, but I’m too lazy to fact-check. Feel free to downvote if wrong.