Perhaps the Angel wouldn't mind being The Angel of Death, he thought, if he had been the Angel of Death from the beginning.
In the beginning, of course, there was no death. Only God and the Angelic Host. But then God made Humanity, and Humans were born to die. They did it quite well, actually, almost from the moment they were created. And so someone had to go around and collect their souls, bringing them to either Heaven or Hell. God sure wasn't going to do it, so he chose one of his Angels.
The Angel of Death did his job, the way a good angel would. But he didn't like it. Man's inhumanity to man got to him after a while, and every century seemed to get worse. In fact, he'd seen the plans for the 20th Century, and he knew that it was all going to get much worse indeed.
So, when a soul turned up in Hell that actually wanted nothing more than to kill, the Angel had a great idea. He would renounce his position, have his sword melted down into a pair of guns, and allow this new Saint Of Killers to take his place. Only moments later, the Saint slaughtered the Devil and made the Angel of Death weep and beg at the barrel of one of his Divine Colts...the Saint let him live.
The Angel's current whereabouts are unknown.