First of all, they are not Christian angels. They are, most likely, where the Christian legends took the idea from, in the same way that some consider dragon legends to have emerged from Komodo dragons - close, but no bisquit. These angels do not serve the God; they don't serve even a god, as the Crüxworld has none (no real ones, at least - idols are a whole another kettle of fish); for that matter, they don't serve anyone. Perhaps not even themselves as much as their memory. They're not ultimately good, they don't represent ideals, they don't fly around playing harps and singing to sheep herders... they don't fulfill what we think of as the "traditional" angel myth. They don't even fit what the Bible says about angels. (I think. I need my references.)
St. Croix may be an angel, but I'm fairly sure he is not the stereotype of one at all. The rest of them are... maybe not that badly lost touch with the world and their senses. The angels of Crüxworld were living people once. They died, and became angels - but of course it's not that simple.
Angels are not ghosts. Crüxworld has ghosts. For the most part they're wretched bitter things without rest, souls of the dead that never went to... wherever it is that dead souls in Crüxworld go to. Angels are not like this. It is wrong to say that they are souls of dead, for they're not. A more accurate way of putting it is: angels are memories of the dead.
The part of a dead person that becomes an angel is not, per se, the soul. The soul moves on, going... yes, wherever it is that dead souls go in the Crüxworld. But a fragment of that soul is left behind - was left behind even before they died, in fact. Quite few people become angels, because it requires "special circumstances." Also, just to contradict myself some more and make this text confusing, I'll say that it is not entirely correct to say that a dead person "becomes" an angel. It's more a matter of duplicating than it is of changing.
Angels come to be when a person with an incomplete soul dies. These people have, at some point in their life, stumbled upon some eldritch power that stole a part of their soul. When they died, the stolen part - a tiny fragment at best - sprang to "life", serving as an echo of sorts of that person.
(This is incomplete. Also confusing. Will get to it.)