Why can't Deoxys learn Fly?

Question

He flies in the movie, many times!

Comments

Fly is normally done by winged Pokemon. Only exceptions are Volcarona and Genesect, along with Pikachu which uses Balloons (see one of my questions)

Answer 1

It levitates.

According to this it levitates not flies. Which would explain why it doesn't learn fly.
Source.

EDIT: and the fact that it has no wings would be pretty strange in-game. It has no obvious factors that could make it fly. It just made it look cool in the movies I guess.