I got it pretty regularly as a kid, though it disappeared completely by my mid 20s or so.

You want to stop it because it triggers a massive, involuntary physical fear response. Not so much when waking up, but certainly when falling asleep. You feel with complete conviction and certainly that it will kill you if you don't fight against it and wake back up. Doesn't matter how much you know it's not true.

Some people even get hallucinations of evil figures attacking them during this, it's likely where the concept of succubi and incubi comes from.