Do you think the female muto should of had wings?

That which you refer is called sexual dimorphism, and is given in many species, in color shape and size; the size difference is more noticeable in some arthropods, such as insects and spiders.

As for the ants and bees they have a different hierarchy, maybe is what they want to show with the Muto, a glint about their colony structure; when a male has wings that means he needs to move out to repoduction tasks, same with the female, but if the female has not wings that means she can wait for one or more males, when that happens usually there is a queen capable to start a big colony; for the amount fo eggs we saw maybe is what they wanted to tell.

Simply, the female MUTO would be too big or heavy for wings. Or they would be useless if she gets pregnant, with the increased weight. 

If human-sized females were monsters, like what this video shows, I guess they would have to be smaller... and sexier. hehe