DRY CLEANING

This is a weird concept. How can you clean something when it's dry? What exactly, is the process? 

I think it's a conspiracy. The "Dry-Cleaner Conspiracy" to rip off the consumer again.
Recently I took my winter coat to be dry-cleaned. When I picked it up, it had lint all over it and it was wrinkly and definitely didn't look any better than when I brought it.
Hence, my suspicion of conspiracy.