I am no expert, but it is my understanding that they are not all wrathful, they take lots of characteristics:
"Dakini in Sanskrit, Khandro in Tibetan, literally means “sky dweller” or “sky dancer,” and is the most sacred aspect of the feminine principle in Tibetan Buddhism, embodying both humanity and divinity in feminine form.
Dakinis may appear differently in various contexts; when needed, she may appear as fierce and intense or playful and nurturing. At other times she may appear outrageous or repulsive in order to cut through conceptual thinking and mistaken perception. She may appear as a human being, as a goddess, either peaceful or wrathful, or she may be perceived as the general play of energy in the phenomenal world.
In general, the dakini represents the ever-changing flow of energy with which the yogic practitioner must work in order to become realized. Ultimately, all women are seen as some kind of dakini manifestation."
" Among the wisdom teachings of Vajrayana Buddhism are many reminders to not be fooled by appearance. What can seem frightening and even monstrous is not necessarily evil, but can be there for our benefit. Nothing illustrates this principle better than dakinis.
A dakini is a manifestation of liberating energy in female form. Sometimes they are beautiful, and sometimes they are wrathful and hideous and decorated with skulls. Because they represent liberation they often are depicted naked and dancing. The Tibetan word for dakini is khandroma, which means “sky goer.”
In Buddhist tantra, iconic dakinis help arouse blissful energy in a practitioner, transforming defiled mental states, or klesas, into enlightened awareness. In Vajrayana iconography prajna, wisdom is often depicted as the female principle to be joined with upaya, or skillful means, the masculine principle. Thus the liberation of the female dakini is the boundlessness of sunyata, emptiness, which is the perfection of wisdom."