Well, I think it's because the Angels are sort of magical creatures to begin with (okay, so they have some handwavy technobabble reason why they're not really magic in-universe, but...well, they are really. And unlike some curmudgeonly oldschool fans, I'm fine with that. Really. :D); and in magical terms it kind of "makes sense" - they are all to do with images and the eye of the beholder and that sort of stuff, aren't they? But I think the main thing is the creepiness of the concept - things coming out of the telly and getting you - that's somehow very disturbing and daft at the same time, and I think that's why it works.