Well, it's happened. Sort of.
Yet they end in delicate, leaf or feather-shaped shenanigans.
You needn't worry, though. These centipedes won't allow a little thing like a pair of pretty feathers change them. They still slink around in search of something to plunge their stinging front legs into.
But if they're not wings what on earth are they?
If you look at other, related centipedes you'll see that many have rearmost legs that are extra thick, extra long and often brightly coloured. When you're as long as a centipede and your front end is venomous and stings, it's a good idea to have something on the other end that can at the very least serve as some kind of warning.
Feathertails take the "big back legs" thing to a whole new level. Each one is long and flattened until it's almost dangerously thin. Why? Because Feathertails take the "back leg as warning" thing to a whole new level, too. When agitated, they wave their legs from side to side to stridulate. That is, they rub one part of a leg against another part of the same leg to produce a sound that warns predators of the leggy, venomy thing they've just encountered.
They can also cut off their own feather-tails and the disembodied leg will continue stridulating all on its own! Hopefully that leg will grab all the attention so the rest of the centipede can get away.
So it turns out Feathertails aren't about flying and biting. They're about politely alerting assailants of their venomous presence. It is, in fact, a cautionary tail. And we can at the very least thank them for the pun.