Definitely not Lutheran, at least not the Lutheranism practiced and taught at my college (they weren't big on hell either, really, which was nice). I don't know, I was sort of notionally raised Catholic, and the show doesn't quite seem Catholic to me--in some ways telling stories about this kind of thing isn't very Catholic as I understand it, and it definitely seems to reflect the sort of unquestioned Protestant ethos that I find to be latent in a lot of discourse in the States. Definitely people at my college raised an eyebrow when I tried to bring Milton into our discussions of the Bible in our humanities course, but then, being an atheist Quaker by choice, they're all equally stories to me. I dunno. But I think you're right that the angels have equal free will, definitely. ^^