Why do the golden dice disappear in Kylo's hands?

I'm basing my answer on 3 events shown in the movie:

• Luke touches Leia's hand very solidly, then hands her the gold dice, which she can also hold.
• Luke is untouched by the armored transports' cannons, and by Kylo's lightsaber.
• Kylo can hold the dice in his hand, but they fade away (as Luke did).

From these 3 pieces of evidence, I interpreted that Force Projection can function two ways:

1. Luke (and the objects that he chooses) can simply be visible to others, but not tangible.
2. Luke (and the objects that he chooses) can be visible to others and can physically interact with others.

Luke has complete control over those two states of Force Projection. He chooses when his projections will interact with others, and when they will not. The effort of this completely exhausts him (as we see when he is meditating and levitating).

(This is just theory, but logically derived from the movie)

The only people Luke (or his projections) actually touch are Leia and Kylo - both related to him, and strong with the force. It's possible that this family connection allows him to make "physical contact" with the two of them. (it's not actually physical contact, but it's perceived that way by the person he's "touching")

By this theory, Kylo might have been able to touch Luke with his hands (like a punch), but he only uses his lightsaber. To the lightsaber (a physical object Luke isn't related to), Luke isn't actually there, so it goes through him.

The dice, however, are part of Luke's projection. So Kylo and Leia can touch and hold them.

Earlier in the film, Yoda bonked Luke on the head with his cane which is a physical object. Yoda force projected the cane along with himself just as Luke force projected the dice and himself. In both cases a projected object (the cane and the dice) make physical contact with a real person (Luke and Kylo).

I believe this proves that force projection can create physical objects that can make contact with living beings. Once Yoda stopped projecting, he and the cane disappeared. The same happened with Luke and the dice.

But do you remember when Kylo and Rey were able to touch each other hands? In fact is she who says she felt it, not him. That makes me think when you are one with the Force (or close to become one with it) you are able to actually touch things. That explains the hand touch and dice thing, showing Kylo as the most unstable to manipulate it. Also, as a part of the Force, the projections "move" with it, Luke vanishes, so the dice.

I think the real question you should be asking yourself is why are the dice still around if Luke, the one making the projection had just died, the dice should've been gone with him.

Besides I think you can actually touch and hold force protections, the thing is it's not the same to be touched by a hand than by a lightsaber, that's why Leia could touch him. A theory of mine as an explanation is that Snoke did the same as Luke, he projected himself and made it look like he was dead, (that's why he looked younger than he did in The Force Awakens) so he kept the dice around and he still connected Rey and Kylo's mind, that could be why they saw each other again at the very end.

The dice only disappeared after Rey shut the door of the Falcon. My theory is perhaps Luke somehow "transferred" the projection to Leia's consciousness or Leia somehow preserved it until the Falcon's door physically closed and cut off that link. The mechanics of how/why that should work I leave to someone else, but it can't be a coincidence that the dice remained and only disappeared at that moment.