Those mounts use aether ("magic") to fly. That's why you have to find and unlock the aether currents in an area before you can actually do it.

That's the same reason as of why chocobos, the most lore friendly mount in the whole game, are able to fly even though their wings are way too small to do it realistically.

So yeah, everything able to manipulate aether or use magitek can fly.

P.S.: Ascians and other creatures can fly, too. And DRG can jump to inhuman heights. And there's people throwing fireballs all around the place. Etc. The point is that this is not the real world, and it has its own laws.