Because with Gale Wings, you gain priority in your main STAB moves which is quite useful. Gale Wings also applies to moves like Roost and Defog, which also allows for support and walling options too. Like come on, getting 1+ priority to a Choice Banded Brave Bird is nice. That Priority makes Talonflame a safe and high power revenge killer and priority with it's natural Speed and Gale Wings which isn't guaranteed with Flame Body as any Choice Scarf will destroy a Flame Body Talonflame.
Gaining that priority on your main STAB also gives you the option to not fully invest into uneeded Speed and put more into bulk and defenses to help Talonflames terribad defensive stats. Since Talonflame outspeeds almost all of OU, it further negates the need to invest fully into speed when you're not using a flying move, which at the point you would need to use something else, it's on a slow Steel type or you would need to switch anyway.
Flame Body isn't a bad option for a defensive Talonflame either, don't get me wrong, but it's a chance based thing (therefore inconsistent) and Talonflame already has access to Will-o-Wisp.
Not good at answering stuff, hope I did good.