Djinn forms take place when the legendary of the region (Not designed or named as of posting) gifts them their greatest wish. Bagon's greatest dream is to fly, so sprouting from their head crest, wings take form allowing them to glide so efficently that it could be considered flying. (It sadly can't because it doesn't have the ability to gain height. Imagine him as a plane but without any engines)
by Little_Desk_6054