I think you remember your dreams only if you think about them immediatly after you wake up (actually while you’re waking up). They fade extremely quickly. I think it’s only an issue of being accustomed or not to pay attention to your dream.
I sometimes do, and sometimes doesn’t. If I really wanted to, I could remember all of them (more exactly the ones I was making just before waking up), but I would need to make it an habbit.
besides, it’s also depends on how you’re waking up. IME, you’re less likely to remember your dreams if :
-you’re still tired hence don’t have a clear enough mind to pay attention to what you were dreaming about
-You’re busy, preoccupied, etc…hence the first thing you do upon waking up is thinking about the real world
-you don’t wake up spontaneously, but for instance are waked up by your alarm clock (probably because in this case, you wake at an arbitrary moment, rather than at the end of a REM sleep phase, like you do when you wake up spontaneously, so you you didn’t dream just before waking up)
However, I’ve a problem with the ussualy accepted fact that dreams are quickly erased from memory (for instance, that they would be stocked only in the short-term memory). In rare occurences, i remembered a dream much later during the day, when something somehow related to the content of the dream would occur (I’m not speaking about precognition, but for instance, I’m buying bread and I suddenly remember a dream I made the night before and that involved entering into a bakery).
As for losing something by not remembering his dreams, not necessarily. Mine are consistently negative. I essentially never have a pleasant dream. So I wouldn’t lose much by not remembering them, exept a chance to wonder about why I’m having this kind of dreams.