Some of them might be actual wings with feathers, while others fly with wings made of the emperors psychic majesty.
*nods* In GW's version, the Sisters subconsciously counter psychic effects - they are utterly incapable of developing them (I suspect those progena "cursed" with the psyker gene would be rooted out at the Schola via purity tests) and even benevolent powers from other powers have no effect. That said, in this instance too FFG took a different approach, as can be seen in the "Denounced and Condemned" background package from the Radical's Handbook, where for whatever reason a Sister suddenly starts to show psychic potential.
Of course (and I suspect this is what you've been aiming at?) there would also be the idea of the Emperor himself using his considerable psychic powers to aid the Sororitas, with his might be so great that it overpowers their inherent resistance (if you'd even decide to keep this bit of fluff). There'd be the question as to why he doesn't help his Space Marines this way, but I suppose one potential way to solve this would be to declare that the Sisters' faith creates some sort of mental bond, basically somehow making it easier for him to reach them?
In the end, it is as Nameless2all said … the final decision rests with you alone. GW codices, Black Library novels and FFG's RPG all go different ways on such details, and as a gamer you have the very same degree of artistic license when crafting your campaign.
I have been posting my second campaign in a different thread and am going to get the day 1 up soon. Day 2 is tommorrow but ideas are always welcome it is Ordo Malleus (both campaigns) so should i even use SoB?
That's somewhat tricky, as the Convocation of Nephilim binds the Sororitas to the Ordo Hereticus, with the Ordo Malleus having its own Chamber Militant in the form of the Grey Knights. See also this excerpt
from the Index Astartes on which resources the various Inquisitors call on when faced with, for example, renegade Space Marines.
However, even if you'd decide to keep this distinction, there is always some room to manoeuver. For example, the Minor Orders are spread out all across the Imperium, making them a nice resource for Inquisitors who just need a few Battle Sisters to help them with some small task rather than waiting for the Grey Knights or one of the six Major Orders or petitioning some nearby Astartes Chapter. Regardless of their compact with the Ordo Hereticus (which may grant them some protection against the authority of Inquisitors of other Ordos by basically reserving them for the OH), I'm sure few Canonesses would say "no" to an Ordo Malleus Inquisitor if the latter presents them with a suitable cause. After all, the Sisters seek only to serve the Emperor, and it matters little what nature his foes are of. Point them towards someone, yell "heretic" and they'll likely go into crusader mode.
… or not floating at all but just perceived as such by the people around the Saint.
This is also a great idea! Of course, the miniature itself does have the Flyer rules, but still I'm sure that peoples' superstition in 40k leads them to believe a lot of funny things, exaggerate their heroes' heroics in epic tales, or idealise them in art. Not even just because of some malicious intent but because they truly believe they saw this. I'm sure a large number of "incidents" of real world religions started that way, too.
Regardless of my criticism for how BoM "nerfed" the Sororitas, one of the things I liked a lot in that book was a short story about a bunch of Guardsmen traversing a vast desert with a Chimaera, yet when their vehicle broke down with irreparable machine damage and they feared they'd die of thirst they realised that one of the fuel canisters was filled with water. Of course they didn't think that somebody at the base must've made a mistake, no, it was the Emperor who made the promethium into water for his loyal servants to live!
PS: Hey, they fixed the backspace bug!