That's a nice interpretation you got there, xris. I have never seen it in that way before.
One thing I've noticed about the story is that if you strip away the wings, the halos, and the wall, the essence of the story is still maintained. It's a story of characters, and sometimes I feel that its laid back atmosphere and strange setting serves to further defamiliarize the viewer in order to prompt a fresher look at things. Haibane Renmei succeeds in depicting a world characterized by magical realism, and the irony of it all is that the viewer is convinced that everything is "still ordinary," to the point that he or she never truly questions things until the end is reached.
This is also one of my favorites. Although for me, I place this under my "non-marathon, Sunday mornings" category. It's the type of show I prefer to watch while I'm in a laid back mood and after all my work has been done.