A big part of Dragonite characterization is that it's a messenger.
One of the most famous examples of a messenger in historic mythology is Hermes, who is commonly depicted as wearing a helmet and shoes which both adorn wings.
Mega Dragonite clearly takes inspiration from this, which is why the wings are on its head (and why is sports wings on its heels as well)
Whether or not you think it could have been executed better, it was VERY intentional that the wings were put on Dragonite's head, and I honestly don't hate it that much.
I also think the official render makes the wings look a little more awkward than it actually does in game.
by Cheebow