Another personal reason of mine why I can't see him as an ENTP is that after reading The Happy Prince and Other Stories, one of the most poignant books I've ever read, I have serious problems seeing him as a thinker. In my opinion, The Picture of Dorian Gray shows feeling tendencies as well, and (just as The Happy Prince) it's heavy on symbolism, which is also more of a Ni domain. Besides that, I see ENFJs and INFJs as the most "thinking" of all feelers thanks to their Ti, which would explain the witty tone of other Wilde's works (just as his plays).
I also don't think that being a J necessarily means following the norms. I see many revolutionaries as Js. I think it would be quite surprising if he was an SJ, but NJs are pretty open to change and often even induce it, if I'm not mistaken.