OK, well, here's the low-down. I forget where I 
heard it, but I've talked to one or two other 
people and they believe it to be true.

Now, we do see the scar in the series, i.e. when 
Raphael is asleep on the bed and nekkid ^.~ And 
we know he had both wings once, because when he 
leaves Natsumi, he had two wings. 

So here's the story:

Raphael sees Natsumi suffering. Raphael didn't 
anticipate the consequences of being an angel and 
not being able to touch people. Raphael wants to 
return and help his sister. Wings bind you to 
your angel existence. Hence, Raphael tries to get 
rid of his wings, and manages to rip one off 
before he's caught and stopped. 

That's just a simple explanation, I could go on 
and on about it, but I won't ^^ Basically, that's 
why everyone is concerned about Raphael, because 
they're afraid he might try another stunt like 
that. It is also why Raphael tries to warn Mikael 
about what happens, and why he's so sad when 
Noelle points out that she can't touch him. 
Because it's been rubbed in his face, so to 
speak. And it's also why he treasure Mikael's 
presence and touch over everything...Mikael is 
the only one he can touch, feel, see, and talk 
with in such a way. Mikael is almost his link to 
the real world, as it were. I get the impression 
that it takes a lot of energy to be seen, and 
that someone has to be thinking about him, and be 
exceptionally tuned the world of the bizzare, 
irregular, or holy, in order to see him. 

But...ummm...I didn't mean to go into so 
much...epp o.O