So, the wings are fine, less like ornaments in my view that don't look like they'd work. I have a crazy lore theory however on who Aatrox host is based on the wings.
In the lore for Rhaast it was stated that the Darklin were defeated by the Golden Armour Warrior Queen... let's say this is Kayle. The 5 remaining Darkin to powerful to be defeated out right were trapped in their weapons then locked away, 3 aren't locked away anymore. We know how 2 'got out' but not Aatrox.
My lore theory is that Aatrox being the most powerful was left in a secret location far away being looked over by an immortal from the same race as Kayle and Morgana, keeping the idea that they are immortal angels. This ageless Angel stood guard of the sword for a long time but slowly was being influenced by Aatrox. He gave in and touched the sword and Aatrox near instantly took over, if he is meant to be that powerful his possession would also be easier.
The reason he has wings is because his angel host had them, but the reason he doesn't fly is because Aatrox doesn't know how to use them properly. Look at Rhaast, he can take over Kayn but when he does his wall walking isn't upgraded.
... theory over.