I can only comment from experience cutting glass, rocks, and minerals. When you’re cutting stone or glass, you aren’t really cutting them, you’re grinding a plane through the item. The cutting wheels are made by embedding grains of a much harder material, usually silicon carbide, alumina, or diamond, in a composite matrix. When you try to cut dry, the blade heats, the rock heat, and the blade starts to lose cutting grains, destroying the blade. You also aren’t removing the cut material, so it just packs down along the cut. You can cut dry, but you have to go very slowly and resign yourself to buying new blades.