Okay but consider: Lapis’s wings aren’t made of water.
They follow the basic rules of gem weapon summoning (emerges from gem, appear/disappear as needed but don’t otherwise ‘hang around’ as part of her design), enough to make me think they are her gem weapon.
All other gem weapons appear to be crystalline in nature, made either partially or completely out of the same substance as their gem. Garnet’s gauntlets appear to be solid garnet, same for Jasper’s helmet or Pearl’s spear, and Amethyst’s whip is studded with amethyst spikes.
The mundane lapis lazuli stone dissolves in water, and is used to create a particular blue pigment
Incidentally, Lapis’s wings, unlike any other small amount of water in Steven Universe, are bright blue.
This is even more obvious in Jailbreak, with the very orange-heavy lighting.
Lapis’s wings are her gem weapon- and like other gem weapons, they’re made of the same material as her gem. But since you can’t make functional wings out of rigid, unyielding rock- her wings are instead made of the liquid form of her gem, dissolved lapis lazuli pigment.