@OraOraApril19 if their main worry is to hide their identities they can just completely hide their faces or even head, that not only hides the identity of their host, it also puts the witness in the uncomfortable position of having their sanity put into question, to the point that even if they were to believe her, there would still be a lack of face to pinpoint.
They have the power to become the ultimate masked criminals.
@thegoatrider and if their main worry is to actually test their faces and abilities to blend in, doing that after killing someone is the worst way to approach it.
This is all just to force this girl to get involved in the story.