Because he said it doesn't mean it's true. He can't know because it didn't happen. To me, that line is more a reflection of his own self-esteem issues and the way Reginald's upbringing has caused Luther to take on too much responsibility for the sibling dynamics. To me, end-of-s1 Vanya seemed without the capacity to admit to her own dangerousness or to responsibly manage it. I don't think any of the siblings could have reached her. Maybe that's not the way the show wanted to portray her, but that's what I saw.
The more I'm thinking about it, the more I'm annoyed about the Sissy/Vanya plot this season. I don't think the show did the groundwork to put Vanya in a romantic plot yet. IMHO, this season needed to show us Vanya meaningfully coming to terms with her guilt and her flaws and learning how to control her power. Also, this is maybe a weird kvetch, but she's the White Violin. I feel like she should always be more involved with music.
I used overkill because Vanya killed Leonard relatively slowly while he was no credible threat to her and while he was begging for his life. For me, his very real sins against her still do not justify that. YMMV.