We've finally crossed over the threshold of the Abyss..COMIC BOOK EU!!!

Not really. Find me any movie adaption of a comic that doesn't diverge from the original storyline in some way. Iron Man was one of the most faithful IMO, and that put the creation of the suit in the wrong war, erased 200 issues of plot to bring about Iron Monger, and made Obadiah into Stark's business partner instead of an industry competitor that aggressively takes over the company.
As for Warren Worthington III, that Angel already appeared in X-Men: The Last Stand, played by Ben Foster. If I recall, they showed him as a kid in that movie as well, so there's no way he would have been born when Xavier and Magneto were in their 20's. It also wouldn't make sense from a plot perspective since he's not even an X-Men in the later films.
I'd rather they just went without an Angel, but I do appreciate Marvel's dedication to continuity in their flicks. I'd rather have something of an alternate Marvel Universe in the movies than multiple movies selling completely different plot lines for the same character. I really like the way they are drawing the Avengers together by running origin movies for each character seperately and it's kind of nice to see the sense of continuity maintained for X-Men as well.