They had taken the sleigh out for a spin earlier in the day and crashed it into a tree, breaking off one of the runners.
Santa was beside himself with anger. "I CAN'T believe it! I've got to deliver millions of presents all over the world in just a few hours from now and all my reindeer are drunk and my Elves are on strike. I don't even have a Christmas tree! I sent that stupid Little Angel out HOURS ago to find a tree and he isn't even back yet! What am I going to do?"
Just then the Little Angel opened the front door and stepped in from the snowy night, dragging a Christmas Tree. He says: "Yo, Santa, where do you want me to stick the Christmas Tree this year?"
And thus the tradition of Angels perched atop the Christmas trees came to pass.