Well... I'll try to explain it, then.

See, we're in this place called Luceti, where these creatures called Filial used to live. They had wings and were in touch with nature and stuff.

But the Filial died out, because these guys called the Malnosso came in and started experimenting on 'em. Out of subjects, they started pulling people from other worlds, like your world and mine, and made them the new Filial. That's why we all have wings.