You're right. Can't believe I missed that. I'll have to go back and take a look and see if they do fold down or if it was just some weird bug.
Did you take the Beluga photo directly after you docked? Or after some outfitting or a ship transfer? I'm pretty sure that the wings only fold when you actively deploy landing gear. So if you jump into the ship from another, or buy it for the first time, the wings stay up. Perhaps going into outfitting has a similar effect? I'll try to test that later.