"NO, JESUS CHRIST IS NOT AROUND ANYMORE." For nearly 2,000 years, even, but he never held any power, anyway, so Castiel doesn't know why Azrael brought him up now. Castiel keeps his distance, still looking wary, but he opts to sit down to take away the feeling of wanting to get out of there as soon as possible. (He still can — angels have wings for a reason, after all, though Azrael can simply follow him. He doubts her wings are as fucked-up as his.)
"A lot happened. Michael wanted to bring on the apocalypse in the mad hopes God would return to us. We managed to prevent that and locked him up with Lucifer in the cage. Then Raphael tried again and — was killed. Both Lucifer and Michael managed to escape the cage later but were killed, too. Gabriel is the only archangel who was deemed worthy to return. You'll find this dimension to be — quite different from your own, I think."
"Recklessness, delusion, incompetence, unchecked ambition, and derelict of duty? That sounds pretty par for the course." Azrael answers. "It's not limited to your dimension, unfortunately.
For once, she is having a civilized conversation with another angel, and it could not have come at a better time, after wiping out half the angels who had ambushed her earlier. There hasn't even been a chance to wash the blood off her hands. It occurs to the Archangel, at that moment, that she is probably an even more menacing sight than usual, given the activities of now-deceased Archangels in this dimension. This seraph likely expects an attack at any moment.
"I won't attack you, in case you are wondering," Azrael adds.