I have to same thing. When I want to wake up early I can usually do so, even if I don't have my alarm set. Yet if I do want to sleep out, I will not wake up early. Apparently you have some influence over when you wake up, by simply wanting to wake up at that time.
Not wise to get rid of your alarmclock though, it seems that the self instructing manner is not always reliable, especially under certain circumstances.