Well, I would think that the magic used to fly period assists with holding whatever is held. If flying through the air, a significant percentage of that time, the radiant would not be in melee range of opponents, but could be in range of ranged weapons. Having a shield would provide better defense vs projectile weapons than a spear. If they can alter the form of their weapons, it would make sense to fly with a shield, switching to spear when approaching melee range. With magic, laws of physics are muted to some degree or another. I can certainly see that attempting to fly through the air without magic would make shield bearing difficult -- the shield could be buffeted around like a heavy kite.