Angels are beautiful creatures of God, but when they rebelled and were thrown out of heaven; their features are so hideous that they themselves are afraid to look at each other.
They lost the opportunity to stay in the non-comparable place.. in the beauty of heaven. Instead, they are in the filthy place of hell, which they described as horrible. They would rather stay in a human body they possess.
During an exorcism, they were forced by the Virgin Mary to confess their deeds to destroy the Catholic Church and to trap the souls for hell.