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Why does Yaakov want to know the name of the malach fighting with him?  Why does the malach retort back למה זה תשאל לשמי?  

The Gemorah Chullin (91) says that the fight kicked up dirt reaching the kisay hakovod.  The Kli Yakar says this represents that the ס"ם wants to blind a person (ס"ם מלשון סומא) from seeing the truth.  The ס"ם kicks up a cloud of dust obscuring one's view of the כסא הכבוד.  One of the tricks of the ס"ם is to advise a person to be blind in their faith.  Do not investigate, ask questions or be quizzical of ideas expressed.  Do not delve into the understanding of the Torah.  This leads down the path of eradicating the Torah שבעל פה and only accepting the Torah שבכתב.  

Yaakov wanted to know the malach's name to know his true essence, his identity, for the name indicates the essence.  He wanted to know how to beat the malach by understanding his true nature.  What is the answer the malach gives?  The sefer Shir Maon (grandson of Chassam Sofer, cited in Chasam Sofer on the parsha,) brings from the Haflah that when the malach informed Manoch לָ֥מָּה זֶּ֖ה תִּשְׁאַ֣ל לִשְׁמִ֑י וְהוּא־פֶ֛לִאי it was not a smart retort but his words were an answer to the question.  A malach is called after the name of his mission.  Since the mission of the malach was to inform Manoach about his son's nezirut he is called פלאי like כי יפליא לנדור נדר להזיר.  The Shir Maon  says the same thing in our possuk the malach is called שם because his mission is to give Yaakov a new name.  To add to the idea, the malach is called למה זה תשאל, he is known as why do you ask because his mission of subterfuge is fueled by not wishing to ask.  That is how Yaakov overcomes the angel, כי שרית by willing to ask the questions.  

The fast approaching holiday of Chanukah is introduced in the Gemorah by means of a question, מאי חנוכה.  Chanukah celebrates the Torah שבעל פה, the question and answer format. In the Al Hanissim prayer of Chanukah we add the words כשעמדה וכו על עמך ישראל as apposed to Purim where we just say עמד עליהם.  Why on Chanukah do we add the words על עמך ישראל?  Because on Chanukah we celebrate the becoming of ישראל, the holiday of the Torah שבעל פה.  That is the emphasis in the Al Hanissim. (based upon Shufra D'Yaakov.)