A really good example is an angel in Angelfire; I don't want to spoil anything so I won't say who it is. But that person embodies a well-known angel figure even though she has her flaws. I loved this character so I have no qualms about it. In Hush, Hush by Becca Fitzpatrick, Patch is Nora's love interest and he's an angel. It's just the contradicting concepts that I find confusing; angels are supposed to be 'sinless' so why is Patch lustful? Angels are supposed to be the guardians of humans...so isn't it weird for the guardian angel watch somebody all the time and fall in love with that person? There are a lot of 'supposed to's. There are concepts and ideas that other readers believe, and others that don't.
Because angels are sort of 'holy', some people might think that angel romance is kind of gross and wrong, but I think its just a matter of opinion.