My alicorn OC isn't able to fly, but I have a good reason for it that touches up on the mythology of born vs. artificial alicorns.
Her wings aren't useless; she unconsciously uses them to express her emotions somewhat. She hides behind them; plus, she's trained herself to be able to position them in such a way that she can use them to balance items on her back for maximum carrying capacity.
I may have rambled a bit there. Did that make sense?