Why is it hard to fly in a lucid dream?

Managed to lucid dream last night and decided to fly, but even though I knew I was dreaming and I knew I could do anything I wanted, it was so hard for me to stay aloft! My friend and I recently talked about lucid dreaming and he said the same thing happens to him.

I know this probably isn’t a subject with much or any scientific background, but any theories as to why this might be? Silly answers welcome too.