Normally, the creatures in heaven above are the good guys, while the witches below must be killed more or less immediately. Do not suffer a witch to live, says the Bible, after all. Well that's not how Bayonetta works.
Here the angels are the big problem. War has broken out and the angels have big plans to regenerate the almighty creator and eradicate everything else that exists. They will then restart the whole of humanity and its world. That's not very nice now is it?