As someone who had the same situation/dilemma, I advice you to go back to the choice and pick Angel if you feel Azata is a bit too non-serious for your taste. That advice in my case came from one of the members of the narrative team itself. You'll have a great time as Angel, if you're looking to be good, but more serious in tone. I prefer darker, more high-stakes vibe myself, and while Azata is awesome and definitely nuanced (and even tragic at some points), it definitely has those more light-hearted moments.