Am I right it in coming to the conclusion that attacking a wing is a mistake?
Depends a bit...
If it is clear that at least some of the wing are already fighting other NPC's or system authority, then you might be Ok. It also depends on the type of ships and rank of the wing, and on how much fire your ship can sustain, because once you start getting attacked by a wing mate (escort as they are called), they will be getting free shots at you while you are concentrating on a different NPC.
I will attack wings in my Krait Mk II, but I check to see what shps / ranks I'm up against. The wings are often one tough and high ranked ship with a couple of small and less capable escorts, in which case I set my SLF pilot onto one of the escorts then I attack the main target, and can usually manage that without too much of a problem.