I think angels are more tightly associated with religion and Christianity, while demons have a broader association with the supernatural. It makes demons more accessible, I think? So they turn up in more stuff.
My comic skipped demons and features hell hounds, instead, as man/hound shifting creatures that retrieve souls to hell. But they still kind of fill the same slot. And then of course an angel. I'm not particularly into the religious side myself, but I do like some of the mythos surrounding the different kinds of angels, what they do, what they look like (ie giant flame wheel of eyeballs), and that helped the divine half of the story.
At the end of the day, I was less into angels than the idea of pretty boys with wings, though, so nobody judge me! XD
