This feels like a puzzle that they're missing a few pieces to. If he's never seen that thing before tonight, then in Strange's mind it makes sense that the cause for the creature's arrival was the new variable: himself.

Without thinking, Strange moves his still trembling hand to rub at his neck, touching places where he know should be scarred.

"What does it do with the kills? Our...our fiend on the ice. I know it makes a mockery of the bodies, but is there one part consistently missing? A heart or eyes or something of that sort."