Because it usually is a disguise? I mean, it's nothing against you personally! It's just that my friends and I've unmasked tons of people lying about monsters for money! We're basically experts at it.

[He probably could've phrased that in a way that would be less overwhelmingly terrifying for Satan, but where's the fun in that?]

Of course, there's always a chance that you really did have a monster encounter, or that you were just tricked by someone else into thinking you were dealing with one. I don't have all the clues- and I can't exactly go to your world and take a look around...