Given how dreams are a way for the brain to process the day and make connections to other things, creating the new neural circuits to support new things you have learned, doesn't altering the normal course of that also mess with that circuit building?
It's not uncommon for lucid dreamers to report feeling their head hurt (inside the dream), and from my experience physical discomfort within a dream is a signal from your brain that something is actually wrong with your body or with the environment. Like when you hear a loud sound and there's actually something loud outside in the world, so it's the way the brain can pass the real stimulae into your sleep so you can wake up and react to them.
I feel there should be at least some order of research or insight into this matter, as many people embark on lucid dreaming eagerly but they might well be interfering with one of their most precious processes. So does lucid dreaming hurt the learning process in any way?