As mentioned, the Thanagarians, in the comics, aren't actually winged - the wings are part of their armour/costumes/uniforms (as appropriate). Remember, when they were first introduced, the Hawks pretended to be human. (And, while retcons took Katar and Shayera out of this, there have been Thanagarians who have masqueraded as humans, still.)
The large feathered wings Dae is wearing here, and the Hawks use are fairly atypical, too...most of the Thanagarians we've seen recently seen have had flat metal wings, as part of military armour.