Given these short examples, then, is it possible that angels God sends to protect us sometimes go through the same kinds of pain? And why might that be? I believe that there is a direct link between the faithfulness of a Christian, especially in their prayer life, and the level of protection an angel is capable of achieving. Daniel persevered and God sent another angel to help the one bringing the message so Daniel would get it.
I've always thought of prayer as "air support" during battle, at least part of prayer's abilities. It's like being out on patrol and getting pinned down by mortar fire. Now if your radioman is down and you can't get word out, chances are your patrol is going to die sooner or later. Even if all the mortar fire can do is pin you down, it can do so while an enemy patrol catches you on your flanks. This is why they will call in for air support. You need to knock out that mortar, take that hill, before you can be relatively safe. Prayer is like that. Prayer is sending God the coordinates of where you are and where the main enemy attack is coming from. You can request, and receive, a counter attack against the enemy through prayer.
Although the author doesn't describe prayer in quite those terms the idea is still there. And you have to wonder, if we can get hurt, even those providing air support, then is it possible for angels giving us support to get hurt as well? While all of this is speculative I think he handled the question well. Do not the angels rejoice over every single person who comes to the Lord? Wouldn't they also weep over every battle we tried to fight on our own and lost, or tried to fight with them and didn't give them the full benefit of our prayers? They are, after all, creations of God, just as we are. The main difference is that we have chosen sin as a way of life. When we turn from that death to salvation found in Jesus we enter into spiritual warfare. Why Jesus would become a man and die for us is something the angels do not understand. There is no redemption for angels. Either they belong to Satan, a fallen angel himself, or they belong to God. So the whole idea of salvation to the heavenly angels is something that is beyond their realm of comprehension. Because of their obedience to God they instruct us and protect us just the same, even if they don't understand. And I believe they weep as well when they see us fall. It may not come into their minds that once we are saved by the grace of God the only way we can lose that grace is to renounce it.