Thank you for the answer -- I had never encountered nets before. They are an interesting concept. Your second suggestion, about using the limiting case, I understand, except what is the reasoning that lifting the height decreases the combined face angles? My visualization is horrible. This is related to the problem I have with nets; why can we not have a net that has overlap in the plane suddenly not overlap when we fold it? I can see why this is true if we fold all the faces in the same direction, but what is to say there is not some complicated way of folding it that somehow creates more space for the angles?
(EDIT: This previous question, upon further thought, might be easily explained away, which would help convince me. A follow-up would then be whether there is a proof, without knowing the 5 Platonic solids, that every regular polyhedron has a net.)
Finally, I do like the idea of the cone; does the face angle stay the same if we project it slightly outward onto the "circumscribing" cone? I'm not sure.
I like all of these suggestions and will feel a lot more comfortable using them if I can find one explanation, maybe an elaboration of one of these existing three, that can fully convince me. That's never an easy task :). Is there also a connection between the solid angle at a vertex and the sum of the face angles -- maybe one that can mathematically justify this? And what exactly is it about convexity that prevents the above arguments from working?
One additional piece of curiosity. Coxeter is using this fact to prove that there are only 5 Platonic solids (the same proof is outlined as the classical method on Wikipedia). He mentions that this is a "familiar theorem." Does it have a name?