First, he flies with 3 wings same way everyone else is flying with no wings at all.Magic, and wings are decorative/have different purpose (like dropping feathers all around so he can look all dark and edgy) .
Second, considering that most demons taking on humanoid forms also have non-humanoid (real) form, three wings might make more sense for his real form. Like, he really is a ball/disc with 3 evenly spaced wings, or he's some bird and third wing represents tail, or something.