Poor Wesley, under orders to capture Xander who is a much better fighter. Wesley sounds as if he had been perfectly competent in a dojo or gym learning different martial arts forms but not so good at improvising or dealing with unexpected problems.
Wesley went back to submit to rape and possible torture and death, and now Xander is going back to Angelus because the other choices seem worse. What would happen if Anya became involved and Xander's dream is of a life with Angel? Also isn't Angel/Angelus keeping Xander as a sort of status symbol -- here is my human pet something that proves Angel is a master vampire with control enough of his own desires to savor his meals instead of succumbing to gluttony, with control enough over his minions that a delicate, edible morsel can be safe under his protection.