Actually going ice skating is Angel's idea when Buffy admits she used to go to get away from her parents fighting. Also its convenient for Angel as they acknowledged when they made hi a hockey fan. Going to watch ice skating was the Daddy treat and she doesn't ask Angel, only Giles. By S3 Angel is very not Daddy which may be why she rejects the heart warming as gross.

All of these roles blur into one another at the edges, I just see very little of the father figurelasting beyond S2 in B/A at least from Buffy's side. I suppose though that, even though it's almost reached vanishing point, there's such a complete lack of father/daughter vibe between her and Spike that what there is with Angel may look more significant than it is by contrast.