The way I try to understand angels is as spirits who have, over time, grinded away all their individual elements and motivations and exist solely as agents for God. So in the story A Christmas Carol, Jacob Marley, who shows up at the beginning of the story in chains, has a definite personality, and definite feelings about things.
The Christmas “ghosts” on the other hand, don’t seem to be much more than vehicles for the plot. Something that really struck me while I was watching one of the movie adaptations was the reaction of the Ghost of Christmas present when Scrooge saw something really sad and was asking about it, and the Ghost, rather than taking Scrooge seriously, starts raucously laughing.
It was the perfect reaction for the situation, but one you could only really do right if you were properly unaffected by the poignancy of what’s being shown. Christian themes are full of heartbreaking truths being conveyed by gentle, but slightly stern messengers. The effect is to mirror the sadness right back at the seeker, rather than share it with them. This brings the seeker ever closer to the moment of repentance.
Another Christmas movie has a guide that isn’t quite so angelic. The train conductor in Polar Express, clearly has been practicing his gravitas, but has a long way to go. The real angelic gravitas is displayed by the hobo he meets on the top of the train, and of course Santa Clause himself. But both the conductor and the hobo of them are decidedly less angelic than the Dickens’ Christmas ghosts. Santa’s on par.
So you can draw out an understanding of what angels are. Tireless agents of God, they do whatever is needed, convey whatever message, teach whatever lesson. Without fail or complaint. It’s what they do.
The guide characters in a Christian-themed story are more or less angelic by virtue of how much of an arc they have in the narrative. Do they learn and grow as a result of the events of the story? Then they’re less angelic. Angels have seen it all, and have no need of any kind of personal growth.
So how would angels feel about Jesus? I’d say they’d mostly be curious. Angels get to see all the little details that go missed by those who are invested in the situation. They realize that Creation is way bigger than even they are able to affect, so they’d be curious as to what Jesus is actually doing.