Presumably there are people in the higher ranks of society who do truly fiendish things and yet put on a mask of courtesy and kindness in company. This was even said to be true of Adolf Hitler. There may be some psychological explanation for this sort of Jekyll-and-Hyde behavior. The cruel person does not want to think badly of himself and tries to be a perfect gentleman in public. The slave owners in the Deep South prided themselves on their Southern courtesy and fine manners, while they were working their slaves to death and having them beaten. The Southern ladies were also noted for their refinement and sensitivity, but they must have known how the black slaves were being treated. In F. Scott Fitzgerald's novel, Jay Gatsby was a tough gangster but he always displayed good manners, generosity, and chivalry. Zaroff would be foolish to advertise that he is a monster. There are plenty of villains around in our modern world, but they don't go around wearing t-shirts with the words "I am a villain" printed on them.
Everyone is guilty of masking who they are and what they want at some time or another. For example, when we want something from our parents we usually don't demand it, and sometimes we do nice things without being asked (with a hidden motive) in order to get what we want. Another example might be people involved in scams that take advantage of people and sometimes even ruin lives.
Zaroff and his men are no different than everyone else when it comes to masking their motives and putting on heirs by having good manners and living an ultra civilized life. They want their "visitors" to buy into their game, while the majority of society is not as brutal, they certainly do the same thing.