If you are a parent, and your child misbehaves, do you smile and peacefully chat with your child when he or she does something wrong?
Sometimes compassionate action can take a wrathful or angry-looking appearance. But the wrathful aspect of the Dharma protectors, and other deities, is not the result of anger, but skillful means. There is not an iota of anger or negative mind in the continuum of the Enlightened protectors.
Also, you must understand that Dharma protectors do not protect the Dharma. They "protect" practitioners from negative circumstances and conditions--including, mainly, those caused by the practitioners themselves.
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Be dedicated to the Ultimate Benefit of All Sentient Beings.