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Having material objects transported through what would otherwise be assumed to be a voice/image channel or a psychic connection or something is a cool way to show that there's something more going on. And it's cool to imply that there's something unusual or unexpected happening. It gets players' attentions. At least as much as anything gets players' attentions.
The cool thing is you don't even have to follow it up necessarily. If you just leave it hanging, the players can come up with all sorts of wild theories. Then you just pick the most fun one!
Commentary by memnarch (who has not seen the movie)
Most reasonable answer is that Kylo was suddenly sweating from the exertion of maintaining the Force Call. So obviously we've got teleporting water instead. I mean, there would be Mustafar hell to pay if the officer swimming pool sprung a leak and that got the Force-using brat wet. We can't have that happen!
Don't get me wrong, it's a pretty neat moment to show that there was something more than just a mental connection happening. It just makes no sense at all to think about it as more than a neat moment. And while it'd be nice to think this will end up having more of an effect, or be investigated later, it's also something I bet will be forgotten about in about 15 minutes. Like the tentacle aliens in the last movie.
This scene does make me wonder; is Kylo meant to be a villain protagonist of some kind? Darth Vader worked wonderfully as a villain antagonist as he was focused and menacing in pretty much every scene he showed up in. Thanos was not great as a villain protagonist in the Infinity War movie as it never seemed to decide if he was a protagonist or an antagonist. Forgetting about all the comics before this scene and looking at only the images.... it's really hard to tell if Kylo's meant to be a villain at all. Though I probably complained about it before, I think Kylo never should have ditched that helmet. That would have helped so much.
Transcript
Kylo Ren: Well, if I can’t trace Rey’s location, this call is pointless.
Rey: I can still mock you, you warthog-faced buffoon.
Kylo Ren: Remote mockery from a safe spot isn’t worth the air you’re vibrating.
Kylo Ren: I cut the connection.
[SFX]: Ksshhh!!
GM: Rey, you’re brought back to your present position by a large splash of sea spray.
GM: Kylo, you feel something trickling down your face.
[SFX]: ksshhh... {sound of sparks cascading in the factory behind Kylo}
Kylo Ren: I wipe it off. What is it?
GM: Drops of water. Cold, salty water.
Kylo Ren: Dang! You know what this means?!
GM: You tell me.
Kylo Ren: That is seriously going to mess up my stylish leather gloves.