These things are called Sea Angels (aka Clione Papi Lionacea Pallac) and lives in zero-degree salt water.  Korean parents tell their young that, if they behave badly, horns will grow out of their ass.  Hmm.  I see material for a new folklore here: a story about the offsprings of an angel that fell in love with the devil.

They are born with angel's wings, devil's horns, and an ass where a face should be.  They have to live in dark freezing water because they are ashamed of how they look.  Poor things.  Sniffle  Why this could be Disney's next big animation movie.  Oops.  It's time to get back to work because I am now wondering how they would smile…