Alistair's encountered more demons than he'd care to admit. One taking over his step-brother. Or half-cousin. Keeping track of these things was pretty difficult when you were raised by your uncle and were the bastard son of a king.
"So you have demons here too," he says. "The ones we had in Ferelden would take over mages. Though sometimes Desire Demons would tempt others. Templars, for example," he says, thinking of the one in the Magi Tower--the one that the Lady Warden allowed to escape.
Still, her mention of shapechanging creatures makes Alistair a bit uneasy. Especially when she mentions they shapechanged into dragons.