No, there isn't any research available to us about headwings and the potential protection they could provide. They aren't regulated or tested to any standard, so companies can claim that they provide side impact protection, but we don't actually have any numbers or statistics to prove that the headwings do provide an actual safety benefit.
I went for the Radian XTSL. I wanted the potential for the 45 pound rear-facing limit, so that ruled out the 65SL for me. The XTSL was about $30 more than the 80SL, and I decided that the extra money was worth it for the headwings. Part of my reasoning was thinking that the headwings would make a nice place for my son to rest his head while sleeping (and they do) and part of it was for the potential for side impact protection.
Right now, the seats I use for my kids all have headwings or deep sides, but I've used a Marathon before, which doesn't have headwings or deep sides compared to a lot of other seats. I was comfortable using the Marathon rear-facing for my daughter, so it's not that I think headwings are necessary. I think with the Radian XTSL, where great online deals can be found, it was worth the extra money for me.