At least he isn't alone in his dislike of the experience. It was novel for a short while, then quickly became inconvenient. Murmur was too busy listening to catch that smile, but he did feel Jon's eyes on him. The question does not come as a surprise.

"That is one reason, yes. It is easier to work and move among your kind appearing as one of your own. In the past when we have shown ourselves to mortals we discovered that few can look upon our true forms unscathed. This eliminates the risk of harm." Yes, he knows Jon's only going to be more curious, so he shoots the man a 'don't you try' look before continuing.

"Building a vessel from scratch comes at a significant cost of energy, and we never quite get the details right. Instead it is simpler to take one that already exists. I prefer them empty, though it is not impossible to borrow one in use with permission. Though with an angel of my Sphere the resultant end is not favorable for the host."

It's a very gentle way of saying he burns out the mind.