There is a really critical difference between the two angel’s relationships with God and the nature of their loves. Dan never falters from wanting to serve God and love Yeon-Seo. He doesn’t really mean that he’ll leave God; he only says that once in frustration. If we follow Judeo-Christian, it is not a sin to be angry at God, as long as we take it to God. (See: Book of Job).
From the beginning Dan wanted to sacrifice for Yeon-Seo, unlike Kang-Woo. Kang-Woo loved his girl, but never wrestled with sacrificing himself. He just decided to leave God; there was no real supplication, just a demand. Thus he was punished with separation from God. Dan, in displaying true sacrificial love, showed that he loved humans like God does, and was granted his prayer.
I mean, there is a lot to be desired in the way the writer showed the mythology. I’m not sure if the writer got rushed, or was under pressure to make things happen in a certain way from director/producers, but I think she was clearer in her mythology than came through on screen.