Wet dreams (also known as 'nocturnal emissions') refer to you ejaculating when you are asleep, or as you are just waking up.
They're more common in your teenage years, particularly around puberty, but some men experience them throughout their life. Other men don't have any at all.
If you masturbate regularly this may reduce the likelihood of having a wet dream. If you're very concerned you may want to speak to your GP, but if this has always been the case with you - and if you've no other sexual or health problems - then you're just one of those guys who doesn't come in their sleep.
And considering this saves you on laundry, waking up in a sticky patch, or worrying about coming on a new partner as you both sleep, this might be a bonus for you.