Next you'll be suggesting that he be immune to all but ranged attacks while using wings or can flw over the gaps in maps.
Well, uh, yeah. Because that's how wings work.
There are two parts to design: gameplay and theme. Theme is important. Without it, we might as well be moving colored squares around on a black screen filled with numbers. Telling someone with wings they can't avoid a grunt's sword or fly over a short gap in the lanes is like telling someone with a crossbow that they can't shoot with it. It just doesn't make any sense.
You can't throw theme out the window to satisfy game balance, you have to work with the theme. Demigods with wings should be able to fly, demigods with legs should be able to walk, and demigods with bows should be able to shoot. Period. If those demigods then become too powerful because of those abilities, either nerf them in other ways or don't give them wings.
Edited to Add: LOL scyldSCHEFING, I have no idea how I missed your post, saying pretty much the same thing, and much more concisely 