User blog comment:Jopjopjop/Volume 18 Spoilers/@comment-16281343-20141009170233/@comment-16281343-20141022152629

The reason I said the multiple-winged Devils are exclusive to the Lucifers is because the other descendants didn't garner any reaction from Issei about their wings.

Take Katarea for example. "Don! The whole area at the window was blown off by a blast of light! What a thing! Azazel unfolded twelve black wings. Their feathers were darker than endless darkness—. .......... Doh! Azazel and Cattleya Leviathan flew out of here, and a battle of light and devil began to unfold in the distant skies above the school yard."

Azazel's wings caught Issei's attention while Katarea's didn't. Meaning, it wasn't out of the ordinary.

So, there may be questions like "Maybe multiple Devil wings are based on the devil's power and Katarea is weak enough that she can't manifest another pair unlike Vali". Take note, Katarea was able to fight Azazel in an almost even fight before she used Ophis' snake (although maybe we can say Azazel isn't serious yet), but that still means she is indeed a powerful devil so her power can't be in question.

That's why I assumed that multiple Devil wings are exclusive to the Lucifers.