The "heat ray" was a "Star Trek" style transporter. ("Star Trek" is one of many new concepts I am learning for the first time.)

It reads every atom in a body, then rebuilds that body in a different place. This process destroys the original body but it's easy to rebuild, so why worry?
They took our blood into them as a sign of friendship. They knew that sharing fluids is a sign of intimacy.
Bodies are replacable, so they never imagined that destroying a body would scare us. But we grew so distressed that the Martians decided to anaesthetise us first. But when we saw the black anaesthetic gas, and then people fall down as if dead, we thought we were all being poisoned!

Martians helping humans is like humans taking a cat to the vet. The cat sees it as an attack!
The flares on Mars were brightly coloured, but we could not see with out primitive telescopes. They were celebration fireworks: heralding that Martians would soon be here to save us.

They wanted to explain, but humans in 1900 have no concept of transporters or computers. So the quickest way to tell us was to expand our minds and let us see for ourselves.
Should I tell them "no thanks"? Make them wipe my memory and return me to Earth, back when the Martians first landed? Or should I look at this better mind and body the transporter has given me? Or use this new cosmic awareness to learn the purpose of life? Or find out why the Martians did this? Or do something else?