FreezingTNT2 said:
I see… but why did it not kill Snoke?

Maybe this is isn’t made explicit, but I always got the impression that Kylo saying “the effort would kill you” implied that neither he or Rey were powerful enough to link their minds.

Snoke is the only one who could “safely” do it, aside from possibly Luke.

As for Luke’s projection, I always felt that it was something a bit more than just the mind-linking, since he was visible to everyone and for a longer period of time. So even a more-powerful Luke would be killed by it.

Again, this is not explicit, but this is the implication I got from the film.