An Explanation of the Angels' Share
The angels take a share of all whiskies during the maturation process. About 2% of the volume is lost in this way each year.
The Boring Scientific Explanation
The boffins tell us that the angels take their share by evaporation of the whisky as it matures.
The natural breathability of the oak cask used to mature the whisky is a crucial part of creating the product we are all hoping for, so no-one can begrudge the angels their share.
The Supernatural Effect on the Whisky
Of course, all great whiskies have some kind of magic to them, and who's to say that this doesn't come from the angels?
Our whisky is matured in ex-sherry casks. It would no doubt be possible to make a container the angels couldn't get into, but you wouldn't get anything like the same result.