There are several factors to consider here, such as the method of cooking, and whether the bones are exposed or still covered with chicken. I prepare chicken wings several different ways, and what I have noticed is the thing that affects bones the most is the method of cooking. For example, if you grill the wings, they are cooked on a grill suspended over the heat source, where the meat juices drip and fall away from the wing. This method tends to promote drier bones. I also prepare wings with an oven baking-bag process, which tends to seal the juices in within the confines of the baking bag, so the bones tend to be more moist. Frying chicken wings produces an in-between the two methods previously mentioned, the bones are still moist, but in an oily kind of way. Oil must be used when frying, to prevent the chicken from being burned. Lastly, the bones within the meat are definitely more moist than the bones protruding out of the meat, for obvious reasons: they were moistened by the meat as it cooked.