I think a lot of it also depends on just how much the twins know. Yes, they know there are monsters, but I think it is possible they may not know as much on certain creatures as others.
I mean, werewolves and goblins do have their own 'society' as it were, so it wouldn't take much for Artemis and Hunter to deduce what monster the creature is by others they hang around with.
However, in this regard, I can actually see the Wendigo as being one monster the twins might not have a good handle on. As stated, Wendigo are already rare from a number's perspective, and unless they caught the MC eating bodies (or snuck a peek at their lunch)
Note: Sashira didn't say anything about this, this is just speculation on my part.