All the RN observers that I knew and who transferred across to be (then) navigators all wore the RAF brevet on transfer. If they had kept their Navy version where would they have worn it? Arm or chest? And could they have sewn it on to their woolly pully (the RN don't but the RAF do). In this case, if he maintains his Army wings, does that mean that the AAC to RN transferee can wear his Army wings on his white shirt (the AAC wear wings in shirt order). And again, where does he wear them on his Service Dress/Mess kit?
Not sure what those who have transferred from another nations service do (i.e the Kiwi FJ pilots) but, officially, I'm sure they wear RAF Wings once they have formally transferred into the RAF. And what of those who have transferred from a UK Service to another nation - must be plenty of those lurking these boards. Do you wear the wings you were presented with or the wings of the Service/Arm you are know in?