Remember when Yona dreamed of the four dragons as actual dragons? I headcanon that the dragons sometimes dream of themselves in dragon form, too.
Kija attaches a special significance to those dreams, and always tries to interpret their meaning. He used to go to Granny for dream interpretation but now relies on the knowledge Yun picked up from Ik-su.
Shinah is afraid of himself in dragon form, but without those dreams, it would be harder to understand why the villagers feared him. When he wakes up, he has to check to make sure he’s still human.
For Jaeha, dragon dreams are also nightmares, but more like the kind of nightmare where you find yourself naked in a crowd (finding himself naked in a crowd, on the other hand, isn’t a nightmare at all to Jae-ha).
When Zeno dreams in dragon form, he can look down and watch all of Kouka Kingdom. He mastered lucid dreaming long ago, so he can choose when to have those dreams, and since it’s more comfortable, he usually does.