Not every mount needs to have some sort of hover mechanics or have wings attached to them to be able to fly. I would love to see some sort of road-like path of dark energies allowing Sleipnir to have flight powers, like gusts of Winds, lifting Xanthos up into the air making it fly.

I agree wings on Sleipnir would be utterly silly. Along with other Primals. However, if the White Mage Unicorn gets to fly, then turn it into a Pegasus, letting it having wings on it. THAT isn't so silly. But these air-type road paths for Primals/Sleipnir isn't a bad idea whatsoever. It would be awesome to see a trial of the Primal's element trailing behind them as they 'flew' about.