To get back on this rare Lady-takes-a-chance-version:
It's quite possible that there are different versions.
During the war years ("Lady" was made in 43) the US government established different bureaus of censorship, checking on different points:
- suitable to be released to US citizens in terms of morale?
- to allies, such as the British? To show Americans playboying around, as Wayne here surely does, could be such a case. His "Allegheny Uprising" was withdrawn from the British market and severly cut, then re-released later as "The First Rebel".
- to neutral countries, again: would it hurt the American image?
- the Catholic censors had their 2-cents- words, as well as censors in the different states
Now "Lady" sure was ahead of its time in terms of sex-comedy. Therefore I could imagine that there could be different versions. That scene in the desert is a tricky one: audience weren't supposed to see a couple going to bed together (they had to have their feet on the ground when seen even only sitting on a bed). Now here they sleep in the same desert away from each other - but they wake up together!!! So - and I'm guessing here - the dreamsequence could have been put in there to tell audiences: she was busy dreaming the whole night.
Nobody ever saw this version?