Here is what I found on one of this web sites:
"Do NOT wet Skin, since it will NOT have the SAME Effect, because this stretches the Skin". Maybe because of the pores, or something...
They all say do not wet the skin or the brush, so it has to have some effect.
here are a few:
Dry Skin Brushing Skin : Women Beauty Center University
There are tones of other web sites on this method, so it must be something in it...