Perhaps because it's hard to recognize. But it's happened to me too. I had a dream of a large hatch in the ceiling being slammed repeatedly, and it woke me. Then I realized the guy downstairs was having a problem with his garage door and was repeatedly slamming it.In one million years, I've never heard anybody else ever mention such an experience.
I've also had music entering and integrating with dreams (though usually in a rather bizarre way, e.g., a cat singing the theme song from some TV show).