So I preordered Diablo IV and got the “Tyranny of the Father” wings.
I love these wings, but I play hard core. Every time I login, I see those wings, and I think I’m dead. They’re the same color as the ghost wings, and I’ve been dead enough to know.
So every time I login I’m like, WTF! Then I realize it’s just those wings.
I do not like them and will never use them. I generally never use any wings they just look silly. 
Well, on this account, which is my original one and the oldest, I have 11 different wings. Never did get the ones from WhimsyDale, but I like most of them, especially the red Necromancer wings, and the original yellow sort of fire wings I got from pre-ordering D3.
I always use wings, pet, and pennant.
They continue to elude me as well. I… Just want… To look at… Them cosmic wings… Oooo, ahhh, pretty. 
I’ve tried several times farming them… Blargh.
Me to Friend wearing cosmic wings: Alright, just stand there for a minute.
minute goes by
Me: Just a little longer…
Friend: OK I’m turning the wings off.
Me: 
I had to get my cosmic wings from that event they had going on half a year ago. Never did find them the hard way.
Correction:
-Sanctuary Freezes Over During the Hellish Holiday Event - Diablo III
That event. Remember the presents? lol
Each Gift could also contain one of the following items:
Wings:
- Cosmic Wings
- Falcon’s Wings
Pets:
- Blaze
- Buddy
- The Bumble
- Charlotte
- Friendly Gauntlet
- Galthrak the Unhinged
- Grunkk
- Haunting Hannah
- Humbart Wessel
- Lady Morthanlu
- Lamb
- Liv Moore
- Malfeasance
- Ms. Madeleine
- The Mimic
- Overseer Lady Josephine
- Queen of the Succubi
- That Which Must Not Be Named
- The Stomach
- Unihorn
I also got the Cosmic Wings from one of those gifts. Unfortunately this happened on the PTR while testing S28 things. 
The first thing you accept upon making a hardcore character is that your character is already dead, so those wings are a good theme for HC.