What kind of question is that?
A valid one. If you are going to introduce this aspect of Sephiroth's character and hammer it home as another of his iconic traits, I expect some sort of purpose to it. If say, they start dressing Aerith up in bright green tights and it becomes a part of her image, I would hope there's a reason they did this except "we thought it would be cool."
And since you brought it up - the Gunblade, Nomura designed it that way to give the player a way to control the weapon directly in combat, and has even commented it's a weird-looking weapon. Kefka's wings tie into the Divine Comedy parallels of the final battle in FF6 by portraying him as an angelic god-like being. The Buster Sword, ya got me there.
The fire-walk scene, see also: "the villain that's all flash and no substance"
It's a symbol of his lineage - as Jenova has a wing. In fact it looks like she had two and they've been broken off. Why would they have just invented wings on the doll? But yes, primarily, its for looks.
When you think about it, why did that doll exist at all? I never got that, it didn't seem to do anything but look ominous. As for the symbol of his lineage again I don't see any wings on Jenova, if you do okay, but this doesn't work for me. Genesis and Angeal can fly with their wings, ok, but Sephiroth can fly without his so why suddenly sprout it in AC/C's climax?
BTW Drake, maybe it's not an actual wing but it resembles one. I mean what would you call it?
I wouldn't call it anything, Jenova is just one fucked-up looking squid, not every bit of her body has to be something, as you guys point out she's a shapeshifter, and an alien to boot, who knows what that thing is. What would you call that eyeball for a nipple, or that lump of flesh on her hip?
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