In my opinion angels are taught that an angel can’t possess a body, that only demons can. Since they are taught that, they do not doubt it, it’s a fact for them, they do not have an imagination.
But Aziraphale is different. He spent thousands of years in the company of a demon. A demon about whom he had learned was not that different from him. A demon who was still able to perform blessings. And Aziraphale, an angel, could himself perform demonic tempting work.
Aziraphale has honed his immagination and doubts on Earth for thousands of years. He knows that all things the angels were taught do not have to be necessarily true. And since he knows that the angels and demons do not differ that much, when he is presented with the ‘fact’ that angels cannot possess a human, he immediately thinks: oh really? But ‘demons can’, and because demons can and they are not so different, why couldn’t angels, and thus me?