Here's why:
* Reflexive pronouns refer back to the subject of the sentence. In this case, "himself" refers back to "He."
* Intensive pronouns emphasize the subject, but they are not necessary for the sentence to make sense. For example, "He himself made the wings" is grammatically correct without "himself."
Since "himself" is essential for the sentence to make sense (it tells us who the second recipient of the wings is), it's a reflexive pronoun.