Why were things disappearing in Russian Doll?

In a Variety interview by Danielle Turchiano with Natasha Lyonne from 2019.02.12:

Question: What was most important to you about how you evolved the visual style, even as the deaths repeated?

Lyonne: I have a friend who said, “Everybody gets a certain amount of chances with getting high in this life. Some people use them all up really quickly, and then they can continue to get high, but there will be consequences.” So there are quantum consequences for each time they use up their allotted runs, and that might come in the form of all of a sudden your face looks f—ed up or you have Hepatitis C or they take your kid from you. … You can keep doing it, it’s just that different aspects of the world as you know it will start falling apart, which of course in turn will change your perspective of, “What is my world?” So we were playing with the idea of those quantum consequences emotionally and therefore in the physical manifestation of things disappearing in the world, whether it was objects or furniture or actual people. And then by Episode 7 when the stakes are highest, physically there had to be consequences [to Nadia]. There would be these blank patches or mental blind spots to things as the very nature and the fabric of the universe was falling apart because they weren’t getting to the heart of the matter.

Earlier in the interview, Lyonne says about her character

Nadia wants to live what she considers a life of lawlessness, making her own rules.

and later

[...] the idea is deeply personal to me of going from a very disconnected, removed life [where] self-destruction makes the only sense because my behaviors don’t impact the world around me to a character who is by circumstance forced to look at this other idea, which is she accidents into a more connected life [and] realizes people are real, including herself.

It's about connection to our world and it's shown by her behavior having consequences. If it hadn't, why should anything change, at all? But it changes in a very drastic manner - things disappear. As Lyonne said, Nadia's world falls apart until she gets to the heart of the matter.

In this regard, it's also interesting to read the Personal Life of the wikipedia article on Lyonne about "driving under the influence of alcohol", hepatitis C and methadone treatment (she also mentions it in the interview, that it was not quite like with Robert Downey Jr., because in her case nobody cared.).

Reality was breaking down for both of the characters not only in the broken timeline but in their mentalstates.

Spoilers below!

Alan’s relationship with Bea and his constant need for control of everything around him and Nadia’s connection with her mother.

The things that disappeared weren’t just parts of reality in the broken timeline but were directly influenced through what happened to Nadia during the broken timelines and her mental condition to refuse to accept them.

Her conversation with Horse about ownership and collecting ‘things’ and how it’s all bullshit, directly influenced all the ‘things’ disappearing, this includes of course the people in her life, only her best friend ever remaining… the mirrors disappearing because of the memories of trauma and her mother’s connection with them, this too caused their disappearing, the doors as well, things being locked away, or not.

Alan’s influence during the season was considerably less (for me at least), though this makes sense since his world view of himself was also ‘nothing’

The rotting fruit an allegory of his diminishing control of his surroundings. His first real noticeable change in his universe was first displayed when he threw away the ring, his fish vanishing and his ring not being in the box.

The reality didn’t get fixed until she accepted her mother was dead and gone and Alan had to accept his relationship was over entirely and it was his fault.

It was part of the 4th dimension/time theory advanced during the series.

With each reset, more and more things slipped through the loop and aged or disappeared (fruit and flowers for starters, then the fish, mirror, people, and almost everything else). I believe had the resets continued without the character resolutions, reality would has popped out of existence for the main two characters.