The answer is that G-d created the universe for our benefit not His. Malachim - messengers parallel a king and his ministers, servants etc. The King Himself doesn't deal with day-to-day tasks because it is beneath him. When we understand that idea, then we also understand that when G-d Himself deals with, and is directly involved with the world, it is for the Jewish people - His beloved (Shir HaShirim). With that in mind, we can perhaps understand that malachim simply express our relationship to the King of Kings. Sometimes we relate to Him directly, and sometimes through His servants. When we do Mitzvos, learn Torah and behave correctly, we interact with G-d on a level that is, to some degree direct. On the other hand, the nations of the world, and when we're not zoeche (have the right merit), we relate to G-d indirectly and hence, we relate to Him via His servants - the malachim.
The Ramchal, in Derech Hashem (I 5:3) explains in a far more detailed manner that Melachim are there to sustain and serve physical things so that they may serve and direct themselves to the Will of G-d.
In this respect then, since G-d's overarching presence is limited to some degree (we would simply not exist otherwise - being totally absorbed by the Oneness of the Creator), in order for us to relate to that, Hashem created spiritual beings that help us relate to the spiritual world.