It's not the weight issue, it's more about turning your car in to a cheese grater.... for people. Sharp edges and what not, if someone got flicked over the roof. or tossed to one side and the wing cut their arm off, they probably wouldn't be terribly impressed.
Although in reality, most of those $2 GT wings would sooner fall apart before cutting someone, but something so cheap that could fall apart at any time is pretty defectable too..