There really isn't anything "weird" about Sylveon's ribbons in an evolutionary context, within the Pokémon universe. Sylveon is a Fairy-type Pokémon, which are valued for their cuteness and empathy. Pokémon, in general, on a fundamental level cannot be considered wild animals, because most of them have co-evolved with humans, and therefore often have features specifically for the sake of benefiting them (or, at least, serving specific human-related functions). Although they are not domesticated by our definition of the term, as individual species, they have evolved through a combination of artificial and natural selective forces. Sylveon's empathy feelers (aka ribbons) are an adaptation well-suited to the Fairy-type, and make sense from that perspective. But more crucially, the feelers have evolved to look like ribbons for the sake of the humans they frequently interact with. It's basically an evolutionary positive feedback cycle. These selective forces have caused Fairy-type Pokémon to be more closely associated with people who value cuteness, and therefore the evolutionary pressure is even greater to possess features which humans consider cute, or elegant. So: ribbons, as opposed to tentacles. It's science.
