A few of us were angels, once, at one point
Or in the least , was considered one by those physical- we never really thought about the physical touch aspect but I can tell you, since we went to earth afterwards for the very reason of being able to touch+intimacy( we had a physical lover we wanted to see,,, it took a while of incarnating though.)
We were, very sensitive but oddly enough had high pain tolerance from what I remember? Which was better for when things were more rough intimacy wise.