Why do you think Kyogre was flying in the last episode of Generations? Isn’t it supposed to be swimming, since it’s a whale/fish? Because if it’s flying it actually shares a lot of similarities with Lugia, who also flies and also summons storms and also has weird fins/wings with fingers on it.
Well, I don’t think it needs to fly to be similar to Lugia; they’re both colossal aquatic guardians of the deep ocean, even if Lugia isn’t a literal Water-type. But as to the question… well, since Kyogre’s primal form is transparent and doesn’t seem to have much in the way of insides, I wouldn’t be terribly surprised if it turned out to be somehow made of “spiritual energy” or something, and just isn’t subject to gravity to the same degree as its normal form (note that the primal form is more than twice as long, and presumably twice as wide and twice as tall, so we should probably expect it to be more than eight times heavier, but in fact its weight increases by less than 25%). Besides, do you want to be the one to tell Primal Kyogre that it can’t fly?