It's been said that a dream is the reflection of one's soul.
A natural platform that could give insight into the person's current state of the soul.
Unresolved anxiety, symbolic representation, and past trauma, all could be blended together to create a nightmare that was capable of destroying even the strongest of mind. Only a few can stop the onslaught of dreams as it comes from one's self.
Rex knew that this was all a dream.
He was aware that none of this was real, but seeing it didn't diminish the effect it brings.
Being aware of the dream world made everything feel even more real than it should be, and he was in emotional agony. He witnessed the Executor slitting the others' necks one by one, with a slow and sadistic movement.
Just the gushing blood that came out of their necks turned his feet cold.
At that moment, he was in total shock.