When Billy Batson is gifted the powers of Shazam, the Wizard claims
Yes. I give you the power. And with it all my strength. Solomon's wisdom. The power of Hercules. Atlas toughness. The power of Zeus. The courage of Achilles. And Mercury's speed.
None of these mythical characters fly, but Shazam can. What gives him the power of flight? Was that part of the Wizard's original powers? Or why wasn't a flying mythical entity referred to in this line of dialogue?