Not an I-told-you-so post, but here are some reasons as to why Sylveon is flying.
I didn't know about the Tennin and Tenyo at the time. But just have a look at the pictures on this page and tell me that Sylveon isn't based on it.
http://www.onmarkproductions.com/html/karyoubinga.html#tenninMythological beings very associated with flying (no wings in most cases). Also Celestial Beings, which could explain the use of Cosmic Power.