Generaly any body part that may give some advantage are a huge NO-NO in this game.
Nonsense, it would make perfect sense for wings to help you escape. In CoC they helped both in battles and in actual scene choices.
IIRC, somewhere Fen explained that he found that was a bad choice workload-wise back then, and so for TiTS he decided to not allow any game-mechanic-changing TFs without some
serious thought. Which is why, six planets in, perks are still pretty rare, and usually mutually exclusive. AFAIK, the only one that helps out in combat so far is the Myr Venom perk, and even that one is quite minimal.
Otherwise, the usage of wings is usually highly reliant on the author of the scenario remembering that the option exists, which is why there are few to no h-scenes that refer to the existence of PC wings. As someone who still gets wings nearly every time through, it can be a bit jarring to read about your Steele ending up in a position that would be next to impossible with two or more sets of limbs extending back from your shoulders.