There is a story in Sarei HaMeah that attributes that question to the Rebbe Rav Zushia when the Ba'al Hafla'ah and his brother R. Shmelka were considering leaving Mezritch and were not sufficiently impressed with the Maggid of Mezritch. Reb Zusia answered, "Zushia is an Am HaAretz and doesn't know what an angel looks like, but he knows the passuk in the story of Eshet Manoach in which the angel says 'Why do you ask for my name when it is hidden," (×•×”×•× ×¤×œ××™). An angel is someone who hides his true greatness from others."
The brothers took the hint and stayed in Mezritch.
