Compared to Diablo 1, where angels are depicted with feathered wings and human faces, would you rather have that as canon?
Personally, I think wings of light are creative and cool-looking. And as for the facelessness... It is a cool notion that perhaps an angel's face cannot be percieved by mortal eyes when they appear on the mortal plane, thereby the black hole in their hood. And obviously the gamemakers didn't want to stamp a specific ethnicity on their angels ("why do the angels look caucasian?") so they made them faceless.
However, seeing D3 cinematics, you could wonder why they're still faceless when in Heaven. And if they consist of light whitin their armor (bleeding light Imperius), why do their heads not consist of light?
A reviewer on the web thought that since Tyrael (in D2) was a maverick angel, and appeared in the mortal realm, his appearance could have been unique for him specifically. I liked that notion.
However I do think Imperius looked cool with his helmet and floating halo :)