Well, quite a weird thing. Apparently you DO receive the wings for your horse when you get Christa, but you are not told about it by her (darn valkyries like to be mysterious) - however, when you do the mushroom-quest and blow up the boulders to free Runvald, Christa tells you
"Oh, you could have just flown over them, you DO know you can fly now, right?" 
And that's when you get the wings.
Since getting the mushrooms requires little to no fighting, this can easily be done - you get the wings much sooner then in AP, and it will give you access to the Jotun houses.