The millionaire dream, why when you wake up you are not?

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Have you ever dream that you have to go pee so bad, in your dream you go but you still have to pee and when you wake up you really do feel like if you have to pee. Or, if in your dream you are playing and fall down and hurt yourself somewhere, when you wake up that area hurts. But when you dream that you have won the lottery and have so much money and even moved to a bigger house, when you wake up you are still in your bedroom and there is no money with you. What's the difference? Can anyone explain the logic of this?