Deploying video anomaly detection (VAD) in the real world is often constrained by the scarcity, privacy, and cost of collecting real abnormal footage. We propose PA-VAD, a novel pseudo-only framework that trains an anomaly detector without using any real abnormal videos, by pairing real normal videos with diffusion-synthesized pseudo-abnormal videos generated from a small set of real normal images. Beyond proposing a generation-driven training pipeline, we make a key empirical discovery: pseudo anomalies exhibit a characteristic spatiotemporal magnitude bias in feature space, which can dominate Multiple Instance Learning and degrade generalization if left unaddressed. To counter this pseudo-induced bias, we introduce the Domain-Aligned Regularized Module (DARM), which combines domain alignment with usage-aware memory updates to balance prototype coverage and stabilize optimization under biased pseudo supervision. Extensive experiments demonstrate that PA-VAD achieves 98.2% AUC on ShanghaiTech, 82.5% on UCF-Crime, and 95.1% on XD-Violence, and further improves generalization to unseen anomaly classes in open-set evaluations. Notably, PA-VAD surpasses the best real-abnormal WVAD baselines on ShanghaiTech and XD-Violence by +0.6% and +0.9%, respectively, and improves over the UVAD state of the art on UCF-Crime by +1.9% -showing that high-accuracy VAD is attainable without collecting real abnormal videos.