Twitter / X - Having feathered wings also implies that the rest of their body should have feathers as well...

"Why does this supernatural being not follow the rules of biology?"

This is Pixie, from Shin Megami Tensei (mother series of Persona). I'm posting her here is because although her wings look very fairy-like, with dragonfly wing patterns and vibrant hues, there's also a tiny bit of flesh attaching them to her body.

Ergo, you can follow biology and still make an interesting and magical design.