The tiny flaps on your back are hardly wings. Certainly compared to actual winged creatures. You definitely won't get to play an ascended Kyrian, so I see no reason to futilly pretend otherwise.
It's also still quite a difference if people can leave the shadowlands villy nilly or only on special missions. Right now we are still in a setting where the dead, after being ready to ascend, can visit the mortal plane while sticking to the veil and grab some souls (as seen during the Kyrian quests) or in the case of maldraxxi infilitrate other cosmic domains by as yet unknown means.
Them just traipsing around on Azeroth is quite different, even if every mortal could come and shake hands with their ancestors in oribos. So far the portrayal is different though. Not every westfall farmer is actually a maw walker that now also can resurrect like a legion demon. Even with the dodgy state of the shadowlands as it is, the only people running around oribos are high ranking people in the factions and the forces of the ebon blade. Exchanges between oribos and the shadowlands realms are even more rare. For all the gaping plot holes of the shadowlands, even Blizzard hasn't gone that far yet and frankly even with all the half-assing Blizzard does, even they are probably not fond of going that far.

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