There are no logical rules to this game of rebel angels. When Wong gets impaled, he just gets up and walks away. When Walken gets impaled, he can't get up. You will be further depressed by the waste of Eric Roberts in this movie as an angel named Michael. He just talks a lot, and says nothing.
Characters come and go with little if any explanation.
What a mess. If Lucifer himself was hellbent to amass videomovies, I strongly doubt he would have this one in his collection.