I like wings. I think they're lovely...

But the truth is...
In my research of the wee folks and fae, the Fae have generally been described as traveling in a glow or a ball of light... wings aren't mentioned much outside fairytales and a few personal sightings.
And that would in fact support Chriss's "luminescent energy field" way of travel.

But as for this picture, My artful eyes really do see wings...