1. A lucid dream is not as rich and immersive as a real dream. The more lucid you become, the more boring and pointless it feels. You might as well just be daydreaming.
2. Lucid dreams are caused by a failure to enter REM correctly, so a night that you get a lucid dream is a night that your sleep quality suffers.
If I never had a lucid dream again, I would be 100% happy with that. (And if I never had sleep paralysis again, I would be 500% happy with that.)