Is there a down side? The only down side I can think of is the 2pts for the veteran leader upgrade. Is it the case that if you have 3 ships of the same type it should always be made a wing.
If wings moved at the lowest pilot skill instead of highest would people still take them? In my mind you would still use wings on the initial engagement and ease of movement then the leader would have to leave the wing if they wanted to do their arc dodging thing.