Sometimes this is related to the dialyser membrane.

Thanks Teodora Todorova for response.

pruritus in renal disease may be caused by mechanisms different than those underpinning pruritus from other etiologies. The abnormalities specific to uremia that have been found to activate itch fibers include the profound changes that occur with hyperparathyroidism-associated metabolic bone disease, structural alterations in the skin related to dehydration, and the increased systemic inflammation and immune dysregulation of uremia.

Thanks Awais Naeem, as you have enriched the discussion.