A major difference would be that insect wings aren't thought to have evolved from limbs, of course (in contrast to the insect mouth parts which may well have done so). Here's one entry in the debate as to how they did, which also sheds light on why it isn't known just how it happened:
Originally Posted by Ilya
Wayne Barlowe had a nice drawing of a fast-swimming streamlined aquatic alien in his Alien Life of... book that wouldn't definitely be mistaken for an Earthly lifeform but seems otherwise rather plausible. Couldn't find that image on the 'net right away of that but found this old subject-relevant article by Robert A. Freitas Jr. with some illos by Barlowe:
Dolphins and sharks are a better example, since water is more unforgiving environment as far as motion is concerned. It is reasonable that all fast-moving aquatic predators will look like torpedoes with fins. Yet... a squid is a torpedo with fins, but nobody would mistake it for a shark or dolphin.
The dog, the dog, he's at it again!