Angels do not have souls, they have a Grace, and appear able to incorporate a physical body when required without borrowing ectoplasm from the NeverNever to do so, presumably a direct energy to matter conversion (and vice versa) which explains Uriel’s ability to teleport, he assembles his body when required then dissembles it when it is no longer required moving in physical space. This appears to require a greater degree of power and processing capacity than using the Never Never.
Uriel can easily modify the form he uses, which suggests he can undertake a far more complex form of incorporation, involving a much higher degree of processing than say Molly, who appears more locked in her form.
Lesser Fae appear to use the Ways to travel, so the Ladies are probably the minimum power/processing level to be able to do this. Mab can teleport herself and others (Lara in PT) and change her physical form somewhat in doing so without apparently borrowing from the NeverNever which suggests a higher power level/processing level than Molly, which makes sense.
I wonder if there are beings powerful enough to teleport without the processing power to keep from being an undifferentiated pile of protoplasm? It probably answers itself, not after the first attempt.
In lending Michael his Grace, Uriel is stuck with the body he has made for himself, it is effectively mortal, soulless and Graceless.