Thanks for taking the time to comment and share your observations. I always appreciate learning what is on my reader's minds.
Biologically speaking you are correct. It does seem a little backwards, especially when you consider that shades rank above minions, which are wingless. But fiends are supernatural creatures, so using biological terms with them gets a little dicey. Evolution, growth, and other natural life-cycle processes have no bearing on their development.
I think the term "vestigial" works better than "underdeveloped" to inform the reader what a shade's wings actually look like, even if the later is more technically correct. A shade's wings are small, atrophied, weak and just plain useless. Exactly as one would expect true vestigial wings to be.
The transformation of a fiend into a higher form is triggered by external forces. A shade will become a succubus only when her superiors believe she deserves to become a succubus. Most shades never advance any further. In this light, it's better to think of the different types of fiends as 'ranks of power' within a corporate or military hierarchy rather then 'stages of life'.
Whales have hip bones? Huh, who knew . . .
But yeah, shades are basically underdeveloped incubi/succubi, and their wings are nearly useless. One could safely jump from the roof of a two-story house and land in the front yard, but that's about it.