A 2013 study of 200 patients receiving propofol found that men were more likely to remember dreams after anesthesia but women were more likely to remember unpleasant dreams. While dreaming and hallucinations are related experiences, people experiencing hallucinations believe they could plausibly be real.

I suppose that if I lived in a society where I had to question my safety on a regular basis (thought about this last night while going into a remote part of my apt building), I'd be more likely to have / remember troubling dreams.