Why should the protective angle on high voltage lines be kept as small as possible?
The article you've linked to states:


  The shielding or protective angle is the angle between the vertical earth wire and the phase conductor which is to be protected. Usually, the angle between the vertical through the earth wire and the line joining the earth wire through the outermost phase conductor is taken as a shielding angle.




Figure 1. The rolling ball lightning protection model rolled against the protecting angle model. I have assumed that the tower is 20 m tall. (Combined image mine.)

The lightning protection angle is a simplification of the lightning rolling sphere method of analysis. To get 40&deg; lightning protection angle may require you to assume a large sphere diameter which will reduce the safety factor of your analysis. 60 m seems to be a common value used and if my assumption of 20 m for the pylon is close then you can see that the pylon design is almost a perfect fit for the 60 m sphere.

I know only a little about the subject so wait a few days before accepting this answer if you are so inclined. That way you will encourage others to answer and may get some other insights.