It is a name some one decided to use to differentiate those fish from other fish. The markings on these fish usually are unusual or bright compared to other fish similar to them. No deep reason, why do we call angelfish angelfish?
It means they swim or act funny. Clown loaches will often lay on their side, normal behavior for them(so I have read, I haven't acually seen it), dieing behavior for just about every other fish. Clown fish (nemo's) kind of wobble when they swim.