I don't know what dogma 95 implies but suppose it has something to do with trying to be as realistic as possible. The movie looks like it is made with a simple video camera, including microphones and other cameras on the screen. Many shots were over-exposed. Also the actors sometimes played (or improvised?) so well that it looks like a documentary. And like often happens in a documentary, there is not a real plot or worked out characters. This is all well done, but it is also the problem I have with this film: most of the times as a spectator you can't forget it's not real. Often the events or the acting simply aren't convincing enough. On me it never had the impact that a good documentary can have. Von Trier should have lived for a couple of months in some kind of sect, institution or whatever and filmed really from the inside.
Review of The Idiots
