Context: An FBI agent wants ["tries" might be better here] to calm down the parents of the kid, which was a kid who has been kidnapped by the a sex offender.
(agent) : There are some reasons to be hopeful.
(mother of the kidnapped kid) : What reasons?
(agent) : The fact that this man bothered to change your son's appearance -- to dies dye his hair, to cut it. It shows that he's formed some kind of bound
bond with him. As disturbing as that is to hear, that it works in our favor.
The last sentence is fine to me after the minor change I suggested. Without knowing what you want the paraphrase to achieve, it's hard to know which of many possible alternatives to suggest. The simplest way of saying this is probably "That sounds disturbing, but actually it works in our favour". Being of a slightly less complicated grammatical construction, this is perhaps more likely to be said in real life (though the original could easily be said in real life too).