I would imagine when the identification of fish first started it was done with drop nets and such. Nets where the little angels easily swam out of the way of.
But the big Angels. - Imperator, Blue Face, Navarchus, Asfur, Queen, etc were the first to be captured and named. And imagine back when people in the developed world were used to fish being blue, black and grey. Then they get to the undeveloped world and discover and unbelievable rainbow of colors on these large fish that glide over the reef.
Most fish are pretty neurotic in their swimming patterns, Tangs school and bolt, Chromis Dart, Anthias Dance, Butterflies pick jump pick. But angels are pretty immune to alot of things on the reef and just glide above it with a grace found in few other fish.
Seeing where that behavior could be seen as 'Angelic' and the colors 'heavenly' compared to what they were accustomed too - It's not a far stretch for the common name to be angel.
As scientific naming conventions came into play the class, family, genus, species were established and as the smaller dwarf angels were discoved and found to be within the same category as the big fish then the name just stuck.
If I had to hypothesize - This is what I think could have occurred.