Well, tried the easiest scenario and one of my guys went bonkers.
My question is now he has a new victory condition, at odds with the 'regular' victory condition.
The player count on insanity cards has been pointed out but to answer your question:
Do I have 2 new ways to win, does not seem fair?
No, you have a new way to lose.
Playing solo, you only win if all your characters win, which means that you have to beat all the insanity victory conditions and the regular victory conditions.
(Unless all your characters are insane and none of those insanities require the regular victory conditions.)