Requiem in Mortis
First, it's possible that each Angel didn't actually know the other could see it. Or it was just the camera angles.
Second, I really wish they'd have someone actually KILL a Weeping Angel. It has to be doable; just destroy the statue.
Third, you'll notice that a.) it was 1938, meaning not nearly as many people living in New York, and b.) it only moved at night, when everyone is asleep.
There were 3 1/2 million people living in NYC then (well, in 1940, close enough.) I find it preposterous to think that
everyone was asleep or that no one noticed that the giant statue in the harbor was missing.
Of what material are the Angels composed? It may be indestructible by any means known to man or Time Lord, succumbing only to entropy as we have seen.