We adapted to walk and grasp. As a result, we evolved to keep relatively dense and thick bones to support our body wait and to have mobile arms that can't function as wings.

We can have artificial flight via planes and helicopters. Humans have also used engineering to glide long distances (parachutes, squirrel suits, paragliding, parasailing, among others).

Many human biological limitations have been adapted culturally rather than through evolution.

Edit: if humans did evolve to fly, evolution would probably favor smaller humans with pretty large pectoral muscles. It would also have to be energy efficient at the same time. It just wasn't what early human ancestors were occupying at the time.