Yeah, the few I know who've wanted to do that are a little crazy. But it does happen.
Here, if you fall, you're Fallen. Banished to earth, never to return to heaven and all that. Some of them are just sort of left to live as humans with fancy powers. Others ... Well. You're banished and all that, but you're also locked in an area about a mile square. You can't leave it. Ever. Humans can't see or talk to you. You're basically left to rot until you start talking to yourself, until you hide in your own fucking mind because you're safe there.