Karune explained the reason the zergling artwork was overhauled, removing its wings. Some people liked the wings, showing they had evolved these past years. However, Blizzard is well known for iterating and polishing the artwork taking in consideration simplicity and visual recognition.  With the wings, it was hard to tell if it was a normal zergling or an upgraded one.  With the removal of the wings, you can now see the difference.

Blizzard Quote:
Karune, what was the reason for …removing the zergling wings? They were great and made it feel like zerglings actually evolved since BW.

Karune: We want to visually be able to show upgrades so enemy players can more easily tell when they are up against upgraded units (such as Zergling/Baneling speed, Zealot Charge, Stalker Blink, Marine Shields, etc)

But, may I observe that in the last battle report zerglings did not have wings after the upgrade? Did developers remove them temporarily or?

Karune: The last battle report is not up to date with changes that are currently being talked about on the forums. Builds and updates change frequently and rapidly here – every week there will be changes and replays/games will be out of date.

What is the visual clue to denote the charge and blink upgrades?

Karune: For those two, they will not be static visual upgrades, but instead you’ll be able to see easily in the animations. Not all the upgrades will have static visual upgrades.