I would relate "dry" contacts to the auxiliary contacts (NO & NC) that you can add to a contactor that operate when the contactor operates, but does not provide current from the device it's attached to. It acts as only a switch for another separate circuit. A pressure switch is a great example of this. The action that does the switching is mechanical, but unless an electrical circuit is connected through the "dry" contacts, there is no current flow when the switch closes. I can't think off-hand when an auxiliary contact on a contactor is "wet"