Most Angels have Covers, so it's not an issue
Page 117 of DtD details the act of Angel-Jacking: the act of stealing a Cover as it is being created.
Furthermore, the act of the Fall causes an Angel to be cut off from the GM; if most Angels had no Covers, the mechanism by which they obtain their initial Cover would be mentioned somewhere.
A good passage from Demon: Storyteller's Guide, page 60:
Angelic Cover rarely stands out. It is carefully selected by either the God-Machine or the angel itself to fit the situation, location or mission parameters. However, some angels eschew Cover altogether. Either their Mission doesn't require it at all - normally the case with hunter angels - or it is unnecessary, if the angel is not expecting a need for physical presence.
In other words, most of the time, Angels are walking around in their own Covers, interacting with reality. They may be ephemeral by nature, and by default would be in Twilight, however, they are wrapped up in a mortal body that "fits into" reality. If it helps to look at it this way, they are like "spirits possessing a soulless body," in that they don't bleed Essence while in Cover.
However, as it states, some Angels may not have a Cover - the Destroyer hunting its target may simply follow it in Twilight until an attack seems advantageous, at which point it materializes for a scene, either spending more Essence when the scene ends, or resuming stalking in Twilight, awaiting another chance; this pattern broken only by "pit stops" at Infrastructure to get refilled with Essence.
One interesting case to consider is the Angel "Summer Hopkins", from Night Horrors: Enemy Action.
In the back story, it explicitly states that Summer has had a Cover prior to going into cold storage. Once again activated, she "looks identical to the previous model."
It touches briefly on her description, including that, without clothing, she appears at least partially mechanical (there's even a plot hook implying someone sees her "true form," a robot woman [and her artwork depicts her as such])
However, in her previous mission, she was a waitress, which implies people saw her.
She possesses neither the Mortal Mask Numen, nor the Materialize Manifestation.
It is unlikely that she had either of these before, as her write up specifically calls out her Ban being changed, but states no changes to her Numina or Manifestations.
- She had a Cover
- She looks identical to how she looked before
- She is able to interact with telephones, Skype, etc.
- She "cannot endure personal contact"
These create a compelling case for her "long term materialization" being due to her having a viable Cover (even if that physical body has robotic sections that are covered with clothing)