I figured. ;)
That's why you'll sometimes see footage of in-studio singer taking off the headsets (at least one side) and covering one ear --they're blocking out the rest of the sound so they can hear themselves better. You can't do that on stage, because it looks silly, so you have to rely on hearing yourself through the monitor.
That's really what I'm trying to say when I post something like "if you can't hear, you can't sing".
I didn't realize that they couldn't hear themselves. I have seen singers put their finger in their ear before and that explains why they do that! lol