I have to admit to being a little bit jealous -- I always seem to wake up just before orgasm, and I wake up frustrated.
That said, it doesn't happen often. I'm a light, light sleeper as well, so I know how getting woken up from a good sleep can be really, really irksome (just woke up early this morning, sadly from a nightmare, and never got back to sleep before the alarm went off). I suspect that you won't find it happening all the time. And I don't blame you for not wanting it to!