That actually doesn't surprise me. I'm not sure what the English word is called, but there is actually a thing like "De-evolvation". Basically, genetic memory. Over 90% of all your genes are "inactive" and serves no real purpose, and is actually left overs from your ancestors, even those not human.
For example, we as humans used to have tails. While we're developing as fetus, we actually grow a tail. There's a stop function, though, that tells the tail to stop growing. Sometimes this function stops too late, or doesn't stop it at all, and some people thus grow a small tail. Another example is fur. Some people grow a lot of fur, as some of our ancestors have it. Whales, for example, actually start growing legs, as a fetus, and even full-grown whales have backleg bones. There have actually been whales found that have fully-grown legs
Hiccups serves this purpose as well. Its an old reflex from when we were living in the water, to stop the water from reaching our lungs. A larger amount of people then you would imagine, actually have extra nipples.
This actually serves a huge part of evolution, in order for evolution to be able to take shortcuts. If an insect has sometime in its evolution had wings, and then lose them because they no longer need them, they don't have to go through a lengthy evolution in order to retain their ability to fly in case the environment they live in change. So instead of it taking possibly a million years, they can reobtain their wings in a matter of generations, just because they once used to have wings. Its basically evolutions way of taking a shortcut, by loading a part of the DNA string that lies dormant.
An example of this is the Phasmatodea, which have lost and once again regrown their wings a total of 3 times.
Anyway, while it might be rare for a cat to grow fully-grown wings, it is not impossible, as long as one of the cat's ancestors has had wings.
edit: Maybe I should have read second page first

Someone already mentioned the English name for this.