Pizza Hut's chicken wings are baked in the oven, and they are marinated at the time of production and sent to various restaurants in sealed packages. The baking you do may be made by an ordinary open flame. Pizza Hut uses a relatively large oven dedicated to restaurants, so there is no feeling of an open flame outside.

another possibility is that they forgot to make the chicken wings you ordered. After you urged them to serve, they found that the oven was half-way through and fried for you.