Reality Checks do fail sometimes. They are not 100% certain to induce.
And dream characters are notorious for disbelieving in dream state often (though not always), and may well be persuasive. Think of the conversation with the dream characters as a conversation with yourself. So basically what happened is that some part of you questioned whether or not this is a dream, and another part of you denied it, and you went with that part, making the choice not to question state any more.
When you looked at your hands, did you expect them to look different? Our minds are perfectly capable of reproducing hands correctly in dreams sometimes, so there is no rule that hands will necessarily look differently in dream - it's not necessary, just possible or even probable, especially if you look at them expecting them to be different.
While I have not had that exact thing happen, but I have experienced RC failure in my dream, where an RC failed to produce the expected result that it "should have" given that it really was a dream. That's why it is a good idea to do more than one reality check, a few different ones in a row, and hopefully at least one of them will not fail to produce correct result. However, most importantly it's the serious questioning of reality and the expectation that this may well be a dream, that is what is more likely to produce correct state check result. Hands or nose pinch or such gestures are all fine and good, but without serious questioning and proper expectations, they are more likely to produce wrong result. Conversely, just the act of seriously questioning reality without looking at hands etc may be enough to induce lucidity.
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