That's the plot behind Lorna Shore's album "Pain Remains": The narrator realises they're lucid dreaming, takes control of the dreamscape, shapes an alternate reality to become lost in, crafts a lover for themselves... then at some point painfully realises that lover is nothing more than a mirage, fading away:
A wrinkle in time
Take what is left of my life
Before you go
Show me what it's like to finally know
The face behind the silhouette
In this world I made to be infinite
But within the expanse, I finally see
A world without you isn't meant for me
Where do you go when I close my eyes?
What do you see looking back at me?
Am I just a ghost just like you?
Caught between the seams of two intertwining melodies
At this point, the narrator remembers? understands? that it's just a dream and they - the Ego of this dream - will disappear along with it, agonises over this existential crisis of their own unreality, the memory of that "life", mourning the loss of that love and finally decides to destroy the dream-world along with themselves:
I'll salt the earth in a crimson blaze
The world will burn in my fall from grace
Witness the death of God, hear the Devil's choir
As I leave the stage in a sea of fire