Because you are rated as a Naval Aviator or Naval Flight Officer at the completion of flight school. Isn't it true that your designator isn't whatever a pin-wearing shoe's is until you get the blessing from your skipper that you've successfully earned your pin?
Flight school is essentially a huge PQS that results in a qualification. There would be too many different instructions on how one would earn their wings should you push it to the RAG/Fleet squadron level. When would you give a F/A-18 pilot his wings vs an F/A-18F pilot? What about a P-3 NFO vs an ECMO? Each community within aviation would have to essentially have its own set of regs on how to earn wings.
And what do you mean after you qualify? Qualify as mission commander? Aircraft commander? 1P? Section lead? Division Lead?
Wings are pretty much the only warfare device that is given upon completion of a formal school instead of a PQS done at the fleet level. Others I can think of that require a PQS are SWO, Dolphins, ESWS and EAWS. There was talk of not giving aircrew their wings until they finished a PQS at the squadron vice out of the RAG. Not sure what happened to that.