Looking at how the wings open up, it looks like there's a panel that covers the tail fins, which fold up towards the back, and then twist sideways to hide beneath the lifted panel.

If that's true, it just speaks to my current dissatisfaction with the current direction of the MP line, which seems to be overengineering the figure and sacrificing playability and in order to get maximum likeness.

It's partly what has had me go pretty much all in on Siege and Earthrise as Shogo Hasui is now leading the engineering for those figures, and they now seem to have the same balance of character accuracy and engineering that made the MP-10 era of figures that he designed so satisfying.