bill, RW here,
That is an interesting question and should elicit lots of responses. I lived near several streams and lakes when I lived in Maine and mayflies were always on my screens and windows on my deck during the spring. All varieties too. Never did I see a mayfly perched with its wings split. In fact most all mayflies I see on the streams I fish float and drift with their wings together, which I conclude means that the fish seldom see them with their wings split, except maybe when some species flutter upon taking off.
Even Theodore Gordon, over 100 years ago, started tying the wings on his mayflies as a single post. Therefore it seems to me that down through the history of fly fishing, fly fishers started tying split wing mayflies because they looked more attractive to the angler, rather than the fish. I doubt the fish could care less. In fact, I tie most of the dry flies I fish with in the variant style (no wings at all}. I only tie split wings for show flies. As Art Flick alluded to in his best selling "Streamside Guide", variants float better and can take more of a beating. I have historical references to this but don't feel like looking them up at the moment. I've got too many books..lol.
Later, RW
"The value of trout is simply that they exist" <Frank Weisbarth>