- Scourges generally have their own sub-society, but it's not hard to imagine that a few of them would maintain or develop political interests beyond that.
- Also, given that Scourges already act as mercenaries, it's entirely possible that one could gain power in a similar manner to Baron Sathonyx (technically, he might not be an Archon, but since we don't have a 'Gang Leader' HQ, I think the Archon would suffice).
- In terms of Archons who don't start off as Scourges, it's worth remembering that Scourge wings are only available to the rich. Hence, an Archon could easily decide that he wants a pair as much for status as anything else.
- There's also the ego aspect. To quote a Scourge from Dawn of War: "The earth does not deserve to touch my feet." Given that many Archons have been shown to think along similar lines (especially those belonging to the Flayed Skull), wings might well be an attractive notion. This way the Archon can leave his Venom/Raider to carve up his foes in person, without ever having to lower himself to the level of an earthbound footsoldier.
- Finally, there's the possibility of eccentricity, madness, obsession etc.. Perhaps an Archon comes to feel more kinship with his Scourges than with any of his normal retainers. Perhaps he comes to see a purity in their methods, soaring high above the politics of the Dark City, and decides to let his lieutenants take the helm of his Raiders and Venoms, whilst he descends with his favoured flock
Really, there are any number of reasons why an Archon might decide to invest in Scourge wings.