It's just simply because we dream about things that cause us stress or are on our minds a lot during waking hours - that's all there is to it.
I remember a few months after quitting smoking having a VERY realistic dream that I had started smoking again, and woke up all upset and disappointed in myself. Then, as I got more conscious I realized it was all a dream, and I was SOO happy I think I cheered out loud lol.
I also remember having dreams about my mother after she died, and about one of my best friends after she died. It's just the mind working through stressful thoughts; nothing more.