Um why are most of you acting as if we didn't see glimpses of this past before? Even when they were trapped in the island and before when it was shown his wings were ripped off? Shan shan lived on that island at age 8 with him, obviously she f*cked up with something and he took the hit or blame resulting in him losing his wings.
Maybe it had to do with her being a princess and Ah Cheng taking the blame on whatever happened. His sister also went from adult form (she was shown in a couple flashbacks as a young adult) to hiding as a childish looking girl or possibly due to her sacrificing something.
Even Cheng knew something all along but he had to protect Shan Shan. This is why even his personality changed maybe cause of his own free will or maybe caused by what happebed tp him (physical and psychological).