Wrasses are known to lay down, and many regularly bury themselves in the sand. It is usually just and indicator that they are stressed out for some reason or another. Usually if they have a proper hiding spot in the rocks, it will cheer them right up. If you have plenty of hiding spots for him and he doesn't use them, it usually means he doesn't like them - so it's time to add a new rock, or reorganize your current rocks with an ephasis on creating a proper cave area where he can get away from your angel (can't tell if it is a rusty or coral beauty).
Jeff