Continuity mistake: When Sam and Dean are tied up in the sewer, Dean gets out of the ropes holding him and the camera changes to Sam, but in the background you can see Dean with the ropes still around his arms & upper body.
Continuity mistake: During the scene where Sam is tied up and eventually fights the fake-Dean in Becka's house, there is a shot that shows both his feet and hands tied. During the fight, both his hands and feet are shown free, but he only cut free his hands, and began fighting immediately after that. (00:25:20 - 00:25:55)
Answer: Angels themselves may not have genitalia, but their vessels do. Nephilim occur when an angel in a vessel reproduces.
Greg Dwyer