Angels have whatever roles God gives them. The spirit realm is complex. I was once shown a dream in which three angels were acting as a believer's attorneys. They sat in a meeting in the room that jurors meet in to decide cases and punishments. I didn't notice them till they came out. They looked fatigued from the meeting and went and gave 'their client' some good and bad news, telling him their case would turn out in their favor (good news) but the attorneys didn't know when that would be or how long it would take (bad news). Then I woke up.
I assumed that the three attorneys symbolized the Godhead, but as I thought about it that didn't make sense: a.) they were fatigued and God never gets tired (but angels can get tired: Daniel 10), and b.) they didn't know when their client's case would be decided while God knows everything. I then understood that they were angels and not the Godhead (this is more believable in that many angels are triads (ie. they move in threes)). These angels aren't taking this man's case to God; they're handling this man's case as concerns other angels (ie. angels vs. fallen angels: not God but an angel confronted the fallen angel in Daniel 10, and not "the Lord" but Michael confronted satan in Jude 1:9). It is different. The natural realm has natural laws (law of physics, law of engineering, law of mathematics, law of attraction, etc) and so the spirit realm also has laws that govern the way things work, operate, and function. God has angels for all His own reasons (He sets them over regions and territories but doesn't have to). We don't know 1/10 of those reasons.
Also, angels don't have to become human to understand humans. (That would almost be like assuming that all the angels who were allowed to appear in human form understand more about humans than the rest of the angels.) For one, they are spirit beings, so they know a whole whole whole lot. Secondly, we have on earth something called 'empathy' which is a sense or ability that gives one person the ability to 'feel with' another person as if they were inside the person and feeling the person's feelings for them (this is the type of 'agreement' the Bible says grants answers from God when christians pray for/with each other); it gives the ability to feel even with a person you don't know and with whom you have nothing at all in common. Empathy can allow a man to 'experience' a woman's reality carrying and bearing a baby; empathy can allow a five-year-old girl to understand just how her grandfather is feeling after losing his wife. It's able to cross boundaries and allow people to relate intimately with each other. People can also 'feel with' God. The Bible says angels are mightier (greater) than humans. Since we humans can pull off this supernatural feat of 'entering in with others' or 'bearing others' burdens', angels can certainly 'feel with' humans. You also wrote, "[Angels] aren’t very empathetic towards man..." Angels have to be empathetic toward humans because they have the ability to empathize (feel with) human beings, God, each other, other beings; God also created them to serve Him which means He gave them tools to do just that: one of those tools is love for mankind.
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