Just before the 2 angels destroyed Sodom, they asked Lot if he has family members to escape with him. See Bereshis 19:14

> וַיֵּצֵא לוֹט וַיְדַבֵּר  אֶל חֲתָנָיו לֹקְחֵי בְנֹתָיו וַיֹּאמֶר
> קוּמוּ צְּאוּ מִן הַמָּקוֹם הַזֶּה כִּי מַשְׁחִית יְהֹוָה אֶת הָעִיר
> וַיְהִי כִמְצַחֵק בְּעֵינֵי חֲתָנָיו:
> 
> So Lot went forth and spoke to his sons-in-law, the suitors of his
> daughters, and he said, "Arise, go forth from this place, for the Lord
> is destroying the city," but he seemed like a **comedian** in the eyes of
> his sons-in-law.

So if you picture the situation, you'd probably imagine those sons in law laughing their heads off at the thought that those 2 men (angels) would destroy those whole city just like that..