One piece of intel the player finds notes that the most successful attempt to create a Veil Assassin used a captured and Brainwashed resistance fighter as the test subject... and suggests that all future Veil Assassins (including, presumably, the ones you have to fight) be created in this way.
Deathshead at first seems a bit out-of-character when he reappears in this game, talking up the possibilities of the Veil and the Black Sun dimension as what will give Germany the unbeatable edge in the war, after being played as the Only Sane Man in regards to the Paranormal Division's activities in Return to Castle Wolfenstein. Think about it a little bit, though, and his enthusiasm for the same sort of thing he sneered at before makes sense. By the time he actually shows up, the research into the Veil and its energy has already produced a substance that briefly nullifies gravity within a certain radius when it goes up, two different energy weapons that instantly vaporize people, energy shields that are totally impenetrable to all conventional weapons, devices that deny access to the Veil by anyone who happens to have one of the Thule Medallions, arm-mounted energy blades, personal invisibility, working jetpacks, Powered Armor, and easy resurrection of the dead into far more dangerous and controllable forms, among others. There is visible, concrete proof that the research into the Veil is producing actual results that could greatly benefit the Third Reich, and on top of that it's completely separate from Deathshead's own projects until he decides to take over for it after Zetta is killed. In comparison, Operation Resurrection demanded everything Deathshead was working on at the time for their own use (he only kept one of his six Übersoldat prototypes by basically telling them to fuck off and make do with five), and, while they did eventually achieve their end goal of resurrecting Heinrich I, they got nothing else out of it except several expensive failures that got many of their own soldiers killed and at best only ever produced mystical horrors they had no control over.
An important distinction between the two incidents as well is how they were handled. The Veil research would obviously appeal more to a man of science like Deathshead because it actually used the scientific method - it started with what was known (that the Veil exists) and was working from there to discover new things (what could be done with the Veil), which as above was very fruitful. This is in direct contrast to the Paranormal Division's objective - they had their end goal in sight from the beginning (resurrect Heinrich I), and only did as much research and work as was absolutely necessary along the way to prepare for it - which just in the first chapter, resulted in a zombie outbreak in the catacombs that killed off most of their regular army backup, and the resurrection of an ancient undead warlord that killed off the rest of them because they couldn't control him.