What you should say is: "I've had many experiences with sleep paralysis and I have not experianced that yet."
Just because you don't know how to begin your lucid dreams from this state does not mean that others cannot. Not only can I do it, but ive "been" doing it for years, from the exact same state as you are describing. Ive been activly doing it for nearly 13 years now (albeit less these days). I know how to enter this state when I go to bed (its not easy, but there are instruction online). I know how to pass through the crazy stage as your body begins to paralyze (if you have only woke up in this state, you probably haven't experianced this), and I know how to start the hallucinations once I am in it.
Much in the way you can "will" yourself to pinch your leg or wiggle your toes in order to wake up from this state (with exceptional effort), you can also utterly detach from the illusion that you're in bed and can't move. This is your mind reacting to what it believes are physical limitations as you "believe" you are awake. It requires activly trying to leave your physical body (even though its only symbolism). Give it a try next time you wake up paralyzed. Calm yourself, and then start trying to move things with your mind. Thats what I tried to do the first time I "left" my body.