Biggs, it breaks down to this:
You only get so many pixels to work with on the wing. To make the pixels as small as possible you do 1-pixel lines.
UN-aliased they have steps but only take up 1 pixel in those steps
ALIASED they take up between 1 and 2 pixels depending on the angle, as they alias across areas too small for pixels to display, as a result they fade in and out and get thicker and thinner along the path they follow, because they are aliased.
IMO the stepped looks better than the irregularity that aliasing them gives you.
I'm a fan for aliasing things, but it doesn't work on 1-pixel lines.