How can you say that an Incorporeal being has "a materiality"?
Yes, an Angel can only be either in Heaven or not, but this doesn't mean they have a body.
I think what he was getting at is the patristic notion that while angels are generally said to be immaterial, only God is uncreated, and therefore only God can (properly speaking) be said to be totally and wholly without material/matter. Put another way, even though angels are far beyond us in regards to immateriality, and even though we commonly think of them as being without matter or a body, they nonetheless have "a materiality" when compared to God, Who alone is uncreated, immaterial, eternal by nature, etc.
An angel, then, is an intelligent essence, in perpetual motion, with free-will, incorporeal, ministering to God, having obtained by grace an immortal nature: and the Creator alone knows the form and limitation of its essence. But all that we can understand is, that it is incorporeal and immaterial. For all that is compared with God Who alone is incomparable, we find to be dense and material. For in reality only the Deity is immaterial and incorporeal. - St. John of Damascus, Exact Exposition of the Orthodox Faith, 2,3