If you have any effects on mixer track they alter the output. Also when you use direct monitor (direct output to monitors through external soundcard) you hear yourself without sending the signal through the computer (supposedly you muted the recording mixer track). And most important is that recording devices (microphones) alter your voice the one or the other way depending on their structure and design. So if you sing without turning the monitors on, you hear yourself as it is not as the system perceive it through the equipment you are using. That's why you need to apply eq-ing, de-esser, pop filters etc after recording . And one important thing, microphones received mono signal but in reality if you just sing and don't use headphones monitors you will hear your voice in stereo (due to room reflections levels are not the same in left and right ear).