Apparently people in this thread suffer a chronic ability to FUCKING READ, since the OP clearly mentioned the in-game video where Yrel literally takes flight with her Avenging Wrath, and all he's getting as replies is "hurr durr they're metaphorical wings".
OP, we used to have a glyph that let us glide before with AV on, but it got removed because it added too much fun for 14.99$/month, so it evidently had to be removed.
The reason why we can't? Because blizzard are as inconsistent in their lore as an anti-flight knight is in explaining why they used hearthstones, flight paths, teleports and any other means of fast travel in game when they claim that skipping travel time is like skipping content and hard work of developers.
Don't bother.