That awkward moment when the school's pop idol who decides to perform with you and two of your band members are Goddesses and sprout wings mid-performance... while a [poor excuse for a] Death God plays bass for you...

"Special Effects! Special Effects!"

Elijah said:
That awkward moment when the school's pop idol who decides to perform with you and two of your band members are Goddesses and sprout wings mid-performance... while a [poor excuse for a] Death God plays bass for you...

The manga implies that only Chihiro can see the wings, partly because she's been brought into Keima's "world". No turning back after jumping down the rabbit hole, after all.