Here's why:
* Sublimation is a phase transition where a substance goes directly from solid to gas without passing through the liquid phase.
* Dry ice is solid carbon dioxide (CO2).
* At atmospheric pressure, dry ice sublimates at -78.5 °C (-109.3 °F).
This is why you see dry ice "disappear" - it's actually turning directly into gaseous carbon dioxide, which is colorless and odorless.