Misleading, but sadly true. It's also misleading saying that the Catalyst has 6 pitch effects when it's 5 in reality.
I opened a ticket with Line6 support which directed me to this video:
Starting from 7:17 the pitch shifter is explained,
starting from 16:32 the pitch harmony is explained.
I realised that choosing "Pitch Harmony" the mix knob defaults to 50/50, with "Pitch Shift" the mix knob defaults to 0/100. The idea for the former is explained in the video, doing some "easy power chords" to -7 and playing single notes.