As Montez was trying to piece things together, Leonel could feel his deliberation.
Trying to ask someone to pinpoint exactly when they fell into the Demoness' schemes was like trying to ask them what caused the start of the universe. They could probably name the inciting incident, but they had no method of describing to you what could cause something to happen before cause and effect even existed as we know it today.
The reality was that the Demoness' schemes were so deep that Montez was practically trapped in the web from the moment of his conception, let alone his birth up to now.
When Montez started acting more like a Dream Asura, he was just doing exactly what the Demoness wanted. And now his wife was gone, and he had no idea where she was.
The unfortunate truth was that Leonel had a guess as to what was happening here; he just didn't want to say it out loud for fear that it might be true.