In the original Sleeping Beauty, the prince kisses her to wake her up. The drug is obviously hard to wake someone up from. Clara sees the dead man and goes to wake up Lucy but cannot wake her up, she freaks out and gives her mouth to mouth (the kiss).
She wakes up and cries because unlike the fairytale ending, the man is old, ugly dead and they are in bed naked together. On top of that, realizing the fact that these old men have been doing stuff with her that she does not know about, she does not know what the old man did with her before he died, nor knows that he took the drink.
The whole way through, she has had a very tough time, her friend overdosed, she has 5 jobs, her mother is an alcoholic which is why she has to have 5 jobs and in the end she just loses it and screams as all these things tumble onto her.
We then see her tape at the end before the credits, probably a reflection of her actions and that she didn't know what the other men did to her, and she will never find out.
Lucy spends the entire movie "asleep". She hardly ever talks to anyone, and in almost every situation, she just lets people boss her around and do whatever they want to her. She is constantly harassed by her sister's boyfriend for not paying rent on a house she feels she has a right to, she does drugs when people offer, and she watches her friend (or possibly boyfriend) waste away before her eyes.
When she goes to rent an apartment she accepts it sight unseen, and when she is fired, she thanks her boss and says nothing more...how much more passive can you get ? She works multiple jobs for money (which she clearly doesn't need/care about, since she burns it), has an alcoholic mom, and no real prospects in life.
I think, for reasons unknown, Lucy is dead inside, and all of the things she does: the multiple jobs, the drugs, the casual sex, and later the prostitution, are ways to make her feel alive and connect with people. She wants to wake up, but her life is filled with Princes who can't (or won't) kiss her: the Asian woman in the stall, Birdman (who apologizes for not kissing her, and dies before he can marry her), and her friend at Birdman's funeral who tells her to *beep* off. Hell, even the men she (unknowingly) sleeps with won't kiss her on the mouth.
When the Madame finally kisses her, Emily comes awake and the horror and pain of her life finally hits her. While the dead man next to her may be one factor in this, I think she's really screaming about the other things in her life.
hope this helps.. :)