From the Tactics Ogre/Ogre Battle front, angels DO exist in the cosmology and can even be recruited to your party (either by killing one of your units and turning them into one or encountering one in the "wild"), their actual lore reasons vary from game to game but they are usually sent by capital G God to take care of demons or fallen angels. I don't recall them being involved in the Hellgate or PotD plot but I could always be misremembering.