Wings have been prevent in various Final Fantasy games, the latest on was FF13.

It somehow fits the FFXIV world, unlike the Yokai stuff they released.

There's currently armor in the game that have wings, Final Coil of Bahamut and Summoner AF2 are examples.

When those came out i didn't see people complaining about the wings at all.

As for the Wings being attached to the outfit, it would indeed make more sense to have two versions one with and one without the wings, so it would please everyone.