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Sorry that I flag this. But this isn't a question that could be asked in Pokemondb. Gamefreak logic is mostly the answer.
This doesn't break the rules in my opinion. If does, then "how many pikachu are there in pikachu valley?" also does
I unflagged, but still this is a pretty weird question. This in reality doesn't break the rules that's right. I'd better shouuld Downvote this instead of flagging this. + Pikachu Valley question is a good question.
.... it isn’t that much of a weird question as all the other ones

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GameFreak Logic. I
llogical logic is GameFreak Logic.
Kyurem's Origin

In regards to overall design, it appears to be based on a theropod and a European dragon, similar to Zekrom.

Dragons have wings.

Kyurem has wings, too.
It's biology,

It has two arms, each with its own claw and each arm is jointed together from its oddly shaped blue wings, which are believed to be used for flying and storing cold air. Each wing has two spikes of ice. The ice covering the wings can break, revealing gray tendril-like appendages on Kyurem's back. The right side of its body seems to be damaged in some way, as the wing and horn on its head on that side are shorter; the right side of its head also has a spiked edge near its jaw hinge that is absent from its left.

Usually, Pokemon with wings can learn Roost. Although Mew can learn Roost, because it can learn every TMs.
Drampa, A normal/dragon Pokemon. Can learn Roost. Because it is also based on Dragon.
Dunsprace is based on feathered serpent.
So, it can learn Roost.
Kyurem can learn Roost, because it has wings.

Also, Roost's Description,

The user lands and rests its body. It restores the user's HP by up to half of its max HP.

It doesn't need wings to learn Roost.
But Roost's Japanese make translation is Feather Rest.

It does not have feathers, lol.
But Pokemon with wings are supposed to learn Roost.
Maybe it's wings have feathers. That's we cannot see. Because it's wings is covered into ice.
That's why I said, GameFreak Logic.

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If you disagree with my answer, i will convert it to comment
but in b2w2, kyurem breaks the ice to posses zekrom/reshiram. no sign of feathers. just pointing out
oh thats why is learns fly