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Van der Waals (vdW) heterostructures pave the way to achieve the desired material properties for a variety of applications. In this way, new scientific and industrial challenges and fundamental questions arise. One of them is whether vdW materials preserve their original optical response when assembled in a heterostructure. Here, we resolve this issue for four exemplary monolayer heterostructures: MoS₂/Gr, MoS₂/hBN, WS₂/Gr, and WS₂/hBN. Through joint Raman, ellipsometry, and reflectance spectroscopies, we discovered that heterostructures alter MoS₂ and WS₂ optical constants. Furthermore, despite the similarity of MoS₂ and WS₂ monolayers, their behavior in heterostructures is markedly different. While MoS₂ has large changes, particularly above 3 eV, WS₂ experiences modest changes in optical constants. We also detected a transformation from dark into bright exciton for MoS₂/Gr heterostructure. In summary, our findings provide clear evidence that the optical response of heterostructures is not the sum of optical properties of its constituents.