It wasn’t explained because it didn’t need to be, Rian did a very good job at showing and not telling. It was shown when Luke dragged his foot across the salt without making a mark.
Not good enough, I was confused by the whole thing and I sure I’m not the only one.
What would the alternative be? Should Luke have been phasing through walls? Should Luke have turned to the camera and told the audience that he was a projection? It’s not the movies fault that you missed an important detail.