I actually spent the whole time I was drawing this complaining to a friend that it's anatomically illogical for horses to have wings and that I had no idea where to tack them on. You're completely right. Curse you, mythology.
I pretty much use that for anything that shouldn't work anatomically, like little bat wings on a succubus, anti-gravity generators need much less structural support than legit wings do after all, as their projections reduce gravity, not bear weight.
It is awkward given that there isn't much to their supports. But I thought the storyline actually pushes Chrom/MU on the player even more, which is also awkward if you marry FeMU to someone besides Chrom (though I'm sure it's not a problem for you ).
I also think the Chrom/MaMU support is better than the Chrom/FeMU support and I'm not sure why they felt the need to make two separate ones when the MaMU one is a lot better about showing a developing friendship, but that's another issue.