I think you mean Vampire Lord? Blood Scion has no mantis legs or wings.

When the devs were making the Vampire Lord from in Skyrim they took inspiration from Marcus in the Underworld series because he looked really cool. The "wings" completed the vampire look since vampires are often associated with bats and it kind of stuck. So when the Vampire Lord was introduced in the Dawnguard DLC the wings fit thematically with the form, and also set them apart from the Gargoyles. The ability to hover meant the wings didn't have to be true wings, and the inclusion of spikes on the ends also made them look like a force to be reckoned with.

So to answer your question the lore kind of just wrote itself. It just "Is" and has become what people think of when you mention the Vampire Lord form from Skyrim. It ties that bat like theme vampires are often associated with and makes them look more intimidating than they otherwise would have.

The Greek god Pan -> Molag Bal -> Vampires