Lo, the beings verily do not abide in Me (the Supreme); see My Inscrutable Power. Though the Supreme creates and sustains the creation, It does not abide in it! (This is the wonder of the whole creational display.)
Krishna first said all existences, objects, are in him, the inner Subject, the Supreme. Now he adds that even the objects do not exist in the Supreme. This is the ultimate Truth, revelation, springing from Self-realization.
Every experience, sensory or inner, is of, in and by the ‘I’. Your inside alone makes and becomes the object imprint. So, even the objects do not have any distinct existence. The sole purpose of the dream state is to reveal this fact. If ‘I’, Consciousness, can display dream in and of itself, it can equally display waking too, with greater focus. This unveils the contradictory, inexplicable nature of creation.
Spirituality is the science and art of turning to the Subject within from the objects without, and realizing the truth of the fictitious object-display by the subject Self. In terms of experience, it is indisputable.