Nightly as we go into deep sleep, such that we are unable to dream, the ego can no more be found.  All the stories and fiction are gone.  Deep, dreamless sleep is some sort of a short-term death.  Death is a long term sleep.

In dreams, there is still a possibility that we may be able to recall what we dreamt.  People  go on managing their deep rooted ego even in their dreams.  As such, psychoanalysts try to delve deep into your dreams as there is a possibility of you maintaining your identity and more loopholes can be found.