When dilators feel too dry on removal it is due to the water based lube absorbing. Here are a few tricks:
Use a silicone lube first, then the water based on top of this. The silicone based lube will still be on the dilator in the morning.
Try using olive oil as a base on the dilator, then the water based lube.
Twist the dilator before removing to break the seal.
Hope this helps. Would love to hear other thoughts. It is a common problem.