They're fantasizing. Their notion is contrary to the official teaching of the Church. The Catechism of the Catholic Church states, "As purely spiritual creatures angels have intelligence and will: They are personal and immortal creatures, surpassing in perfection all visible creatures, as the splendor of their glory bears witness" (CCC 330).
A theologian is also not permitted to reduce the devil or demons to archetypes or to some other impersonal status.
The Catechism goes on to say, "The Church teaches that Satan was at first a good angel, made by God: 'The devil and the other demons were indeed created naturally good by God, but they became evil by their own doing'" (CCC 391, citing Lateran Council IV ).