Strictly speaking, Angels, if we are going to use the Persian/Jewish/Christian/Muslim set, aren't really noted for wearing anything. They have wings, eyeballs, multiple faces, wheels within wheels, and are more beautiful to humans than humans themselves are. Even these interpretations must be taken with some consideration of local themes, such as the faces of man, bull, lion and hawk representing that these beings contained the intelligence of man, the strength of a bull, the might and majesty of a lion, and the speed of a hawk.
At a certain point in European artwork, wings became a symbol of something being celestial in nature. This was combined with the heavy influences of greek and roman artwork, particularly the feminine (though male) greek youth, plastered with wings, and of course a robe, since the homo-erotic nude ideal of the Greek culture was unpopular until the Renaissance, and its pure white form with that of purity.
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