I can't remember exactly either, but I think wings were considered "common"... The upper-class fairies are all rather human-like, IIRC, and so the others want to imitate them.

A lot of the lowliest races in the eyes of the ruling fairies didn't have wings either though, like the goblins.

And most of the fairies despised humans so is doesn't seem like wishing to look exactly like them would be enough of a reason for them to surgically remove their wings, or refuse to use them to fly if they did have them.

It just seemed like a big part of fairy society and was mentioned all through the book, so I kinda thought there would be a clearer answer.

Surgically removing them and not using your ability if you do have them is a pretty big thing to do for a reasonless tradition though. Also, if it was just tradition why would lower class fairies still use them to fly?