"I've never met this guy in my life," said Raph, just as confused as Nico was. "But I think he thinks you're a hologram. Or something. For some reason."

Why would he think the normal human girl was imaginary and not the giant walking turtle?

"I'm not a hologram, she's not a hologram, all of these people aren't holograms, but none of them can see you. That's why they were freaking out over you playing with toys. To them, it looked like they were moving on their own."

He went on, "As for why they can't see you, where you are, and what a goth is, you need to come with us, and we can explain - after you're safe. There's someone - something - coming for you, just like it tried to come for us."

Until he got one of those anti-tracing spells Dipper and the other eggheads had worked out, he'd be a much easier target for Kuk.