Winged Pikmin special abilities:

-They can fly, cuz they have wings :p

-Can target and attack flying entities from further away when thrown in default mode

-Not affected by gravity when thrown, they fly in a straight line instead and return if they get too far away

-0.5 damage multiplier

-Higher movement speed

-Can make the player fly: While holding a winged Pikmin, either in your main, off-hand, or both, they'll slow down your fall when not in the ground, unless you sneak. If you hold winged Pikmin in both hands and keep pressed jump they'll slowly carry you up, but this is exhausting for them and depletes their stamina. 
The stamina meter only depletes when you press jump to fly up, recharges when on the ground, and if it reaches 0% you´ll need to wait for it to fully recharge before being able to fly up again, but winged pikmin will still slow down your fall even at 0% stamina so you don´t have to worry about falling to your death.

Winged Pikmin have the best reach and mobility of all Pikmin, their straight throw arcs allow them to reach things much further and much more easily, and being able to fly makes them more efficient for items collection and resource gathering, especially when in follow mode, outclassing allays in that department (not as if allays where good, to begin with).
Due to their need for lighter bodies to be able to fly, winged Pikmin have weaker attacks, but that doesn't means they are useless in combat, their movement advantages make them hard to hit for mobs and players alike, further throw reach and straight throw arcs let's you "Snipe" enemies if you don't want to get close, and while land Pikmin can only damage flying enemies by latching onto them. which requires good aim and doesn't last long, even if you throw a winged Pikmin in the enemy's general direction, they'll still chase and attack it, being able to keep up even with phantoms
Lastly, while slow, by carrying the player, winged Pikmin unlock many more movement options and different approaches, which are complemented by the other winged abilities since you can still throw them while airborne.
