So, I’ve got this sort of…pet theory, I think you would call it, about the colors of the angels’ wings.
I like to think that everybody, especially spellcasters, has one element that they’re more attuned with than others - you can sort of see this in the second game, when everybody is assigned an element.
In that vein, I think that an angel’s wings are colored according to their element, i.e. every angel with a fire affinity has the same wing color while every angel with an ice affinity has the same wing color.
Some evidence, I suppose, should be added:
Colette and Yuan both have pink wings (Colette’s aren’t entirely pink, but I’ll get to that) and both are quite adept with lightning and electricity - that is the only element that Yuan uses in battle, if I remember correctly, and Colette’s Para Ball is about the only elemental attack she has that isn’t a spell, or at least, if I’m remembering incorrectly, electricity is the only element that she uses that way.
Pink isn’t really a color I would normally associate with lightning, but given that Volt’s color seems to be purple, the two aren’t that far apart, I think.
I think it’s mostly that these two share an element and a wing color that pushed me down this path, where every other character with angel wings has a different wing color, and likely a different elemental affinity.
Interestingly, Mithos has rainbow-colored wings, and has a clear light-element affinity; normal light is created from every color on the spectrum combining. In other words, his wings are every color because that’s exactly what light is.
This is where Colette’s wings being not entirely pink comes back in, because Colette is not purely lightning, but also light. She has several light-based attacks, and if I recall, is assigned that element in the second game. Her wings are colored to reflect both her electricity and light affinities - so it is possible for someone to have more than one elemental affinity. Anyone with a shared affinity between a basic element and light has the basic element’s color and some ‘shading’ making Colette’s wings pink and purple.
This is all just what I think though, so you certainly don’t need to take this to heart. I think I explained everything I needed to, and a lot of this is memory based…feel free to let me know if you want something explained further or if you need to correct me.