James Sunderland and Alex Shepherd are the only two characters, thus far, to kill an innocent member of their family, no matter what ending you get. Not only that, but Pyramid Head violates feminine monsters (representing James's desire for domination and anger against Maria) and "Bogeyman" kills Alex's father (representing maybe Alex's anger over his childhood emotional abuse) so... maybe Pyramid head/Bogeyman/Red Pyramid Thing is part manifestation, but also part non-manifest "real" monster, sent by Silent Hill to show murderers their inner demons? It would make a lot more sense then. Just a thought...