Delphince
The wings were for control. As far back as Season 1, there are examples such as Rainbow Dash's wings being flipped upside-down by poison joke, causing her to lose control of her flight, but not prevent it. Without magic, pegasi couldn't fly or walk on clouds. On multiple occasions, like the episodes with Tirek, when a pegasus or alicorn was drained of magic, they lost the ability to fly until it was returned, even after physically recovering. Scootaloo's mixed earth pony / pegasus mparrientage was responsible for the rare occurrence of a pegasus being unable to fly. Wing size is irrelevant.