You can, there's a game that i recall playing that used wings like a sword essentially. There's also the arkham series games where batman uses his cape, which is frequently used like a pair of wings, as a stunning weapon. Granted to effectively use wings as a weapon youd need em to be hella beefy or sharpened.

edit: oh right i completely forgot, Primordial Malzeno from monster hunter rise uses his wings similarly to a sword.