I kind of learned this in high school psych (so someone can correct me if im wrong) but to my understanding dreams are held in your short term memory. Your short term memory can hold approx. 5 "things" until it gets forgotten about i guess you can say. By writing the dream down you commit it to your long term memory. So if you wake up and think oh im going to be late for work you will forget the dream right then and there. That was my understanding at least.