Why does rye flour dough require more water?
You are correct that higher-protein flours are capable of absorbing more water.  However, protein is not the only thing that affects water absorption.  In addition, according to Bakerpedia, there are:

starches &amp; pentosans
enzymes
flour grind

Rye flour, while low in protein, is very high in water-absorbing pentosans.  Hence the need and ability to add more water.