Thus, they are the least dense and often they come across as light the reason is, that light is the very first manifestation into the  physical dimension and therefore, the least physically manifested thing which show up as pure light they do not necessarily have wings the wings which you have associated with angels are more of a metaphor because during the judeo-christian era, which is when  the true symbol of angels arose messages used to be sent via birds over long distances and so, the people of that time saw wings as a representative of a messenger, of a message 