Well, I haven't experienced that per se, but I have noticed that after a longer period of abstinence, I tend to wake up in the middle of the night, horny as hell. I usually wake up believing I was having sex, so I guess a really vivid dream was occurring at the time. I suppose this is similar.
I have this theory that it could be something like a wet dream, but besides the "wetness" at the end.
Maybe you also have a case of sleepwalking sometimes, in which you tend to act out your dream. Glad for you that girlfriend thinks it's kinda hot and she doesn't make a problem out of it, because I for one would not have a clue what to do about it. You could try visiting a psychologist or something to find out more about this ....