She actually does have wings, they’re just tucked inside the armor there.
 
Original Description:
 
One particular nervous pony, feeling like the standard issue armor wasn’t enough to make her feel safe, requested something a little stronger.
 
Thus gave birth to the Advanced TDCG AEPE, or “Trans Dimensional Collective Guard Advanced Environmental Protection Equipment”; a set of armor designed with Titanic Bronze, an adamantine-titanium alloy created through application of large amounts of magic, and numerous backup power cores for shielding and whatever weaponry installations one might require.
 
The poor thing still feels uncomfortable, but now for an entirely different reason.
 
What’s the Trans-Dimensional-Collective? I can’t say right now, that’d be spoilers!