No so much that they are rebel against “gender roles,” but “gender” as a whole. It’s simply a non-issue (or at least is should be) to most angels (I assume White Chain is in a minority here). Think about it: if you were a near-primordial entity of swirling energy and all-seeing eyes whose sole purpose is to uphold Order, then whether you’re a man, woman, or jellyblob is just becomes inconsequential.