For me, it seems to vary. I used to tie traditional Royal Coachmen with white quill wings. Those wings never lasted long and after they got very battered I would snip them off. I don't think I've ever caught a fish on a Royal Coachman once it has lost it wings. For many other patterns, it doesn't seem to make much difference. I think Blue Wing Olives tend to do a bit better with wings than without, but I've had good times fishing wingless BWOs.

Regards,
Ed