Hi, I had the same question back around year 2000. the only way to get it answered seemed to come from higher self activity with a two fold purposeful paranormal experience occurred from having holding this most important question, how it is possible to die and not be aware of having transitioned, we should say, for there is no death.
So I undertook an experience of simulated death, so I could understand the mind set of those whom I was to retrieve, as well to retrieve past selves, and broken off parts of my own psyche.
trust me, you can be unaware of transition from the physical, as the others say, sudden transitions are the most frequent causes, where preparation to leave this world has not been taken. (through perhaps study on the matter)
In general, for most, though there is preparation of some sort, and the love bond of family members in most all cases are standing by waiting to assist most transitions. Cases of being shot, drowning, murder victims, these are the shocking departures which induce a sort of amnesia, it happened so quickly.
The love bonds we establish on Earth seem to be very important, and family members have a signal built in to locate the physical members of the family when it's their time to exit. however there's always a few who appear to need some assistance waking up to the fact they are not physical anymore.
I experienced a mild confusion when trying to interact with physical beings while I was "dead."
the confusion was that most of them couldn't see me or hear me, but a few could sense me.
also what generated the experience was I had just burned off a major chunk of my karma and a part of me actually died when I did that.
I was glad to discover what it feels like to be floating around confused and not knowing where to go or what to do; this way I could help retrieve spirits as I would know how they were feeling.
When I told Bruce Moen here about it, he said I had a belief system crash, which I was unfamiliar with such crashes. I think it was that too. as you could say I crashed out of a role I'd been playing for 55 years or so. the closure of a relationship will cause such a crash. the way to spring free of a role, or a karmic role, is to forgive the other party, by releasing them from any role that you would like them to play for you. you end up being instead of closely bonded to them in a false way, you end up understanding we take on roles here, we don't have to stay in the roles, if the purpose for that is over, through forgiveness..which causes a new life to enter at that point.
so did I answer your question? probably not.
the people who get stuck, there is like an elevator of energy to ride..I rode it myself. it usually takes a retriever, who is still with the physical vibration to inform them of their transition, alleviate the confusion that way.
Once they know this, they can gravitate to their rightful place and leave the astral field, closest to the world behind. In my case, it was my daughter's love which "saved" me.
she told me I was dead. may sound weird, but it was the best news I'd had all day.