Kneading difficulties with rye flour
Rye and whole wheat flours contain bran and the germ of the wheat, which absorb more water than white flour, so your dough became too dry to stick to the dough hook. I would bet that the bread turned out a bit close textured as well. You need to add more water, how much depends on your flour, it may be up to an extra 
30%. The way I'd attack this is to withhold the yeast and the salt, add some extra water (say 15% or 50g), mix it up a bit, then let it sit in the bowl for at least 30 minutes. This will give the bran a chance to absorb the water and you'll see whether it's still dry. If it's a bit sticky then that's good news, it should stick to your dough hook, you can then add the yeast in with a bit of water as it kneads, then the salt mixed with a bit of water once the yeast has gotten mixed in (salt retards yeast growth, you want to keep the two apart). 

You could also bake a few batches adding more water each time until it works for you. 

This isn't the first bread related question asked, I've addressed some common bread problems in this answer which you may find relevant.