Look at the avatar of Melandru. Look at Melandru's statue. Which, if either, is the image of the real Melandru? Likewise with Lyssa, Grenth, and Balthazar. We have no idea of their true appearance.
For that matter, we can't prove that our views of Abaddon and Dhuum aren't simply images they choose to project as a means of making themselves visible to mortals in a comprehensible manner. We can only prove that Kormir was human because we were there, and we can't prove that she didn't simply project a comforting image for us once she gained her powers.