"Your body reacts to dreams as it would if you were awake." (from 9 Things You Probably Didn't Know About Dreaming)
The reason this happens is because your subconscious doesn't know the difference between reality and imagination. This tidbit of info is ONE reason hypnosis is such a powerful tool. For example, when in the state of hypnosis, I am able to more directly communicate with the subconscious mind. If I tell a client, "You release the need to worry about things you cannot control," the willing subconscious mind accepts this statement as truth and simultaneously begins to let go of the need to worry. Amazing!!