The simple appearance is their argument. It is intended to make Alice think of the choices she has available.
The one that shrugs says "Just kidding".
The argument of "society's rules" vs "personal freedom" boil down to similar "selfless vs selfish" as if they were an angel and a devil.
The appearance of the angels is set up like the beginning of a wrestling or boxing match: "In this corner, from the Superego, representing virtue and selflessness, Angelica! And her opponent, from the Id, representing vice and selfishness, Diabolica!" *ding, ding!*
The ensuing battle sets Alice's head on fire and she runs away screaming.
The two characters' fighting literally gives Alice a headache.