when she left her shell she was a type of fairy, but also a shapeshifter. which means she can be anything, but she always had her iconic horns no matter what she turned into. its not a matter of "did she ever turn into this". she is a shapeshifter so she could if she wanted to and the artist decided to portray her as such. Also I'm pretty sure she WOULD turn into this if Gumball asked.
when she left her shell she was a type of fairy, but also a shapeshifter. which means she can be any