The unreality of dream can only be investigated through a different state of consciousness which is waking consciousness. You cannot know the unreality of dream while dreaming. It is only after waking up to a different reality that you are able to interpret your dream and consider it as unreal. Though dream is real for the dreamer for the time being, it is unreal when investigated from the standpoint of waking world.
Similarly, the true nature of waking world can only be investigated when mind is established on higher state of consciousness. This consciousness is a very mysterious thing. It is like a remote control that can change the channel in a matter of seconds! Every channel has it own reality. Vedanta considers both dream world and waking world as a "sleep condition" where consciousness is unaware of it's own reality and it wanders here and there fulfilling its own desires. Therefore, until and unless different states of consciousness are experienced and investigated properly, the true nature of different worlds cannot be known. If you never wake up from your dream condition, then all those dreams which you saw is real for you. You will have no idea if anything exist outside of your dream if you never wake up from your dream. Similarly, if you do not wake up from this waking world to a higher state of super-consciousness, you will have no idea if anything exist outside of this waking world.