Lev can be cruel sometimes. Some people aren't deserving of getting what they want, so they'll end a relationship terribly if they really have to. They'll make a human watch the person they love be with someone else.
It's not like they want to be cruel to Nex. They truly didn't, but it's not necessarily their fault he can see them. They could hide when they do their work, but it'll just make Nex believe he has to pray harder, that he hasn't pleaded enough. By seeing Lev doing their work, Nex now knows that Cupid is working against him. Why do they keep looking at him in pity?