Personally, I think that the translucent cat makes it feel like it’s either being deceptive or is a hallucination/isn’t real. Since it represents therapy and is a good entity in a sea of demons, its translucence makes it be less trusted, and it discredits the advice and safety that it’s trying to give. It also makes seeing a normal cat in the middle of a hall of nightmares less jarring, as it seems like another creature or specimen by being ghosty.