All perfect praise be to Allah, The Lord of the Worlds. I testify that there is none worthy of worship except Allah and that Muhammad is His slave and Messenger.
It is not obligatory to perform Ghusl (ritual bath) in this case because Ghusl is not obligatory just because of having a wet dream. Rather, Ghusl is only obligatory if you know that you have discharged something that renders Ghusl obligatory, which is semen.
Since you did not see any semen on your clothes or your body, then you do not have to perform Ghusl.
For more benefit, please refer to Fatwa 366070.
Allah knows best.