Celia's physical being isn't made of flesh and blood. Her physiology iss made up of an idealization of fluffy clouds, gentle Spring breezes, steam rising from a tea kettle, and seeing your breath condensing for a moment on a cold Winter day; take all of those positive associations you might have with the sky, wind, air, breath, water vapor, and reshape those positive associations into a young woman who resembles a beautiful Elf with diaphranous wings, and that is what Celia's physiology is. That physiology doesn't mean she can't be a career girl trying to balance schoolwork, her lovelife and the threat of the end of the world, anymore than Redcloak's being a Goblin meant he couldn't get passing grades in Chemistry. But it does mean that she has no afterlife if she is killed; she'll be immediately absorbed into the Elemental Plane of Air to be used for spare parts, as the Primordials intended. (Sorry, little bit of 4E humor there! )