This isn't some magic from AngularJS, it is a standard HTML5 API and it's been around for a while. It is designed to allow single page applications to use beautiful URLs.
So, this isn't an AngularJS gotcha. Not at all. You can read more about it here: <a href="http://diveintohtml5.info/history.html" rel="nofollow">http://diveintohtml5.info/history.html</a>
Switching between HTML5 and 'hashbang' URLs lets you run apps in environments which lack support the history API or absolute URLs. Examples include old IE and Cordova. The bit of webserver config necessary is a non-issue, imo.
So what you're saying is...when you set the URL to something that no longer points to a Resource, it no longer works?<p>Who could have guessed that undermining a basic concept of the Web might cause problems.