Do all faeries have wings? Do you?
We have the ability to be somewhere as quick as thought. We can idly embrace a volume of sky. If we were animal, we would certainly be endowed with some special kind of wing, and thus that is how we are most often represented in the visual arts of humanity.
And being that many of us are fond of the styles in which we are drawn, we often take those shapes amongst ourselves and include a set of wings among our features. Most of us in the park are usually winged, but not all. A few of the faeries of the waters, for example, sport fins, while some of them have been known to take the shapes of a turtle or goose or wind ripples.
We are quite imaginative and free of form.