Perhaps the key difference here is that it is 'OUR' reality rather than just 'YOUR' reality. While I believe our consciousness creates and experiences a unique reality for each of us, the information used to create those realities can be unique to us, and/or coming from a common universal consciousness. OBEs and lucid dreams may be instances of unique individual realities in which we create and experience everything ourselves (though some say the can share dreams). On the other hand, in the case of a shared reality ('OUR' reality), we are co-creators along with other individual consciousnesses in the common experience. We forgo those abilities in this common reality in order to have a shared reality experience with other individual points of consciousness. In this shared reality you can do such miraculous things only in the presence of other points of consciousness who also truly believe you can do them. In other words there are limitations as to what experiences you can impose on others in a shared reality. If they don't accept that you can fly, then you cannot force them to create the experience of seeing you fly within their consciousness. Even to fly in this shared reality when no one else would witness it, from a higher self ( soul / consciousness ) perspective, your human mind/ego is the first 'other' who would need to believe you can create these experiences in this reality. In other words your experience is limited by the beliefs about your self (your ego) held by your human mind as well.

Also, keep in mind that your higher self / soul may wish to have an experience that requires certain limitations that your human mind may not understand or like. One person may take a helicopter ride to the top of the mountain while another climbs the mountain. Both get to the peak, but it is two very different experiences.