So we come down to two basic interpretations on supernatural flying and fatigue, both of which are quite workable, and both of which satisfy the rules as written.
Interpretation one: the supernatural ability that allows flight inherently powers all uses of that flight, and so no additional cost from fatigue is applied.
Intepretation two: the supernatural ability that allows flight simply adds the ability to fly, and so the normal fatigue rules apply for actually using the ability thereafter.
Either one will work, and neither will break the game.
I prefer the second, because nothing in the rules say supernatural flight does not work within the normal movement rules that include fatigue. Added to that is the consideration that controlling flight would be a very taxing procedure, and so could be far more fatiguing than normal movement.
I disagree with the first, both due to the reasons I prefer the second, my previous points about energy use and game physics, and the consideration that: if normal movement rules are not applied to supernatural flight and fatigue, it can be easily argued with similar logic that the normal rules for movement and combat should not apply either (the supernatural power is moving the character, and so they should not apply a penalty as if they were doing the moving). I want characters to have to think about the penalties for movement beyond 25% of maximum and combat, as well as other ideas for rules consistency. Teleportation should remain discreet from flight.
Psychics benefit the most from the second interpretation, as they have no additional cost for flight so long as they have an open slot to maintain it. Cruising along at maximum speed for as long as desired with no fatigue cost is a huge advantage, but some groups will like that.
Groups can play with whatever they want, and I will simply apply what I consider a reasonable interpretation for the games I run, just as any other GM has to do. My players are the only ones that have to worry about it.