There were many different ways to get her to fly. Instead Joe Mantello decided to have her stand on a rising platform (that you can see depending on where your seat is).
She could have flown during the entire song (as suggested before).
or even easier
Have her finish her song on the platform (to not ruin the effect) and then fly directly up. This would not ruin the effect that Joe was going for (not one I particullarly like but his choice) and would have still managed to make her fly adding to the scene.
Flying on broadway happens all the time. It is not a "cheesy" effect if done properly, and it is not difficult effect to do properly.
"Judy Garland, Jimmy Dean, You tragedy Queen" ~ Taboo
"Watching a frat boy realize just what he put his d!ck in...ex's getting std's...schadenfruede" ~ Ave Q
"when dangers near, exploit their fear" ~ Reefer Madness the Musical