You sure about that? I was under the impression that, like the deal with Chains and Delicious, the Thorns' appearance reflected their mindset.
Most angels are distant, eldritch beings concerned only with the Law, which in its fullest sense is beyond mortal ken.
White Chain and delicious became sympathetic to mortals, and became different as a result. Their new femininity is probably related to them becoming distant from their angelic origins, which came from the cold, "masculine" white flame.
The Thorns are more fanatical, and pared down to just combat murder machines that seek out and purge everything else. Naturally, they look more frightening and aggressive, but also human-like for some reason (or perhaps they imitate Metatron). Their spiky forms can probably be considered "masks", but I don't think they come from the armor so much as the ideology.