I've not been to the secret unicorn level myself yet, but what I read about it makes me wonder if Blizzard tried to create a parody of My Little Pony: Friendship is Magic.
I remember seeing teddy bears on youtube playthroughs of it. It's more a parody of the sugary kiddy-genre in general than any one series, as well as mocking their critics who felt their expanded color repertoire in the previous game made it more kiddy despite the increased gore. Besides, Diablo 3 had been in development for nearly 11 years, they probably had something like this planned for years.
It's cause people criticized the game for looking "too kiddy" despite the earliest gameplay footage showed a barbarian being split in half and the game is full of gore. Course, they probably decided Sure, Why Not? when My Little Pony became popular again.
It does have references to My Little Pony: Friendship is Magic. Why else would a Champion Monster there be called "Midnight Sparkle: Nightmare is Magic"?
Why does blizzard have Azmodan send a message (found on a messenger demon) to the effect of "We've successfully snuck into the keep. Stay quiet, and they'll never know", than proceed to tell the player anyway? Either one on its own would make sense (sneaking under the keep would show a flash of the tactical skill Azmodan theoretically has, telling the players fits with Azmodan's tendency to announce all his other moves), but doing both at the same time makes little sense. Closely related, I do wonder whether the writers themselves actually intended for Axzmodan to be a skilled commander, or themselves planned for it to just be reputation.
Well, it kinda makes sense as he's the lord of Sin. One of the biggest sins? Pride. So while he's got the premise down, his pride gets the better of him, and he just has to gloat. As for how he can be such a skilled commander with that mentality is a whole other question. Perhaps it's the Nephalem monkey wrench?
Leah's skepticism about Cain's research is a big headscratcher. How can she not believe in all this stuff when she lives in Sanctuary, a world that seems to be constantly overrun with supernatural vermin? But if you pick apart her actual dialogue on the subject, it's possible that there's no contradiction. At one point she reminisces about having to drag her uncle away from some dusty old tapestries he was studying, because they were about to be attacked by an army of skeletons. In other words, she absolutely believes in the supernatural because she's experienced it first-hand.
Is it possible that the only thing she doesn't believe in is the potential for the Evils and the Angels to have another battle in Sanctuary? Her uncle's crazy theories all lead to the idea of another possible apocalypse. The moment when she starts believing seems to be when she gets proof that the stranger who fell from the sky is an actual honest-to-goodness angel.
The thing Leah specifically disbelieves is the End of the World prophecy, which is reasonable; demons have been invading Sanctuary almost constantly for millennia, so why should this invasion be different?
After the final battle with Diablo, we can see him being thrown down from the High Heavens, dissolving into dust until only the Black Soulstone remains, which will prosumably fall down to Sanctuary like Tyrael did at the beginning. Now considering that the witch Adria just disappeared after summoning Diablo with the stone and an offspring of Diablo, who says that the Dark Wanderer didn't have more than one child, so that she can just pick the Soulstone up from where it has fallen and repeat the process? Wouldn't it have been smarter for the Angels to hold onto the stone? Truly the last deed of Justice, not the first deed of Wisdom.
Reaper of Souls trailer shows that Tyrael has retrieved the Black Soulstone and sought to hide it.
A lot of players have erroneous assumptions about the topography of the series' cosmos. Sanctuary isn't directly below the Heavens, like the ground beneath the clouds. If it were, the angels wouldn't have had so much difficulty finding it. It seems to be a planet on a distant realm far from the Heavens, and possibly on another plane of existence. When the Soulstone fell from Diablo in the end cinematic, it didn't fall to Sanctuary; it probably landed on another platform lower in the Heavens.
How exactly did Tyrael become mortal? It's not like all angels have a "become human" button somewhere on their armour. Humans are explicitly the spawn of angels and demons, so to become one he'd need demonic influence. Just stripping his wings might remove his angelic power, but it shouldn't have made him human.
Actually, an angel succumbing to demonic influence doesn't turn them into a human, it turns them into a Corrupted Angel. So even with demonic influence, Tyrael would be, at best, a demon himself. As for exactly why he becomes a human instead, I dunno. He is clearly the first angel who has ever removed his angelic powers, so there is no precedent for how that magic works. It seems that his angel powers are what grant him immortality (mostly immortal, at least, his body can be destroyed, but he'll eventually reform). So, perhaps, with that gone, he just sort of defaults to human, because "not-immortal" = "mortal". Sorry if that's kinda WMG, but again, we don't know exactly how it works, there's no precedent.
The why is fairly simple. It's a combination of fully releasing himself from the oath that prevents him from interceding directly on humanity's behalf, and just being sick and tired of the Angiris Council's inactivity as Sanctuary, and humanity with it, are slowly being destroyed by the forces of Hell. One can assume most of his actions prior can be explained either as loopholes, or just a premise of "easier to beg forgiveness than ask permission." Hell, it was a spat with Imperius that prompted the "Screw this and screw you" reaction of stipping himself of his angelic status.
Considering that Malthael spared him after examining his soul, it seems that he has a human's appearance but not the demonic taint. Answering "how?" and "why" probably needs more info than we have.