The new PotD will allow us to transform into a female elezen (?) with angelic wings; then there's Amdapor's Kuribu and Seraph Cane who were modeled after their version of an angel.

There's also the Void Blackguards.

At the very least a concept "angels" existed in Eorzea at one point.

Design-wise, the outfit they showed for the new glamour don't look that great. The wings are too big