I recently saw a mashal that applies. I was unable to find it so this is from memory.
A rabbi had been in a major community for many years and was getting old. He wanted to go to a smaller community so as not to be under as much pressure and to have time to learn. The smaller community was of course delighted. He carefully arranged with his current community to get their approval. On the day that the new town sent a wagon for him, the entire community turned out objecting and crying and saying that they would not allow their beloved Rav to leave.
The rav was bewildered as it had all been arranged in advance. The rav was taken aside by one of the elders of the city who explained that in order that the people of the small town should appreciate what they were getting, the people of the city had arranged this demonstration. Had they allowed the rav to leave with no fuss, the people of the small town would never have appreciated what they were getting (even though they would know theoretically what was involved).
Similarly, the malachim knew that the Torah was meant for people, but for Bnei Yisrael to realize what they were getting, they had to see Moshe Rabbeinu have to put up a fight in order to receive it.
There is also a saying that something that is received for free is not as appreciated as something that you have to pay for (or work for).