I'm a firm believer in the idea that Pyro doesn't naturally see in "Pyrovision," but that it's a side effect of their mask/the optics inside it. I feel like they still know what they're doing, though. The rest of the mercs very much know the reality of their job, although some of them see it in a slightly different perspective.
Sniper sees his job as assassinating those who deserve it β only killing people who are "rotten" (as described by his adoptive mother.)
He says himself in the Meet The Sniper short that he isn't a "crazed gunman." He doesn't kill for the sake of killing, he only kills who he thinks should be killed. He's an assassin, it's an occupation. He does it for his job, and states that as a professional, he has standards.
Heavy sees his job as getting rid of "evil men." When discussing taking back his job, he emphasizes that specifically. He isn't just killing anyone, he's killing those who are deemed the bad guys.
We also know he does all he can to protect his family, and his family knows this just as well. He only attacks when it is necessary for him and his family's safety, and/or will benefit them in some capacity. (He's gone through a lot and I feel like we as a fandom don't discuss that enough. I did an analysis over Heavy's past one time in a Discord server and I might post it here if anyone is interested.)
In the Meet The Pyro video, we see how they allegedly view the world. A fairytale-like place full of rainbows, bubbles, sparkles, and almost cherub-esque versions of the enemy mercs.
While it is very easy to just assume this is how they view everything naturally, I don't think it's ever been 100% confirmed that this is the case.
The biggest thing for me is the Pyrovision Goggles in-game. The fact that they can be worn by any class, and it effects all of the mercs the same way, makes me believe that it truly is a result of the optical mask/the lenses within them that makes Pyro see what they do. It would've been so easy to make this cosmetic only available to Pyro, but it isn't.
The fact the goggles includes the "optical mask" text in the center, much like Pyro's mask itself, just pushes the idea that Pyroland is all an optical illusion. Obviously it was never real in the first place, but I don't think it's how Pyro sees everything naturally.
Tying back to the beginning of this post, I believe Pyro knows what they're doing. They know that they're spreading fire and not bubbles and rainbows. But perhaps they keep the mask on for the sake of their own psyche, to make it easier for them to do their job. Much like how Heavy and Sniper justify their jobs by seeing it as killing "evil men," or killing those who are "rotten," maybe Pyro uses their mask and goggles to tune out the dark truth of what they do. It could be yet another reason as to why Pyro never removes their mask.
