Isn't it strange how, if Heather really is killing people without knowing it, Vincent doesn't put in more effort to stop her? No, more likely it has to do with perception. Vincent said he finds the alternate world "fascinating," unlike Heather (and likely the player) who finds it terrifying, so it follows that he would see the monsters as fascinating creatures inhabiting/created by this world rather than bloodthirsty killing machines. Hence, "they look like monsters to you?"