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There is no satisfactory explanation or answer but curiously...
1.- In terms of functional economy, the insulation wich feathers provide
is much superior to that of hair over the same surface area.
2.- The feather structure provide,
a.- Insulator function.
b.- Waterproofing function.
c.- Others...(fly, sexual, etc...)
3.- Insulate is different of the waterproofing function.
4.- In the feathers, the impermeability require a complex structure, a
closed network with critical space between its barbs and barbules in
stiff or pinnate feathers.
5.- In this way the waterproofing protects the insulation function.
6.- The inner body feathers show a basal zone with long flexible barbs
and barbules (typical of the insulation function), whereas the outer
part comprises a rigid pinnate structure which reaches through to the
outside of the bird body to offer cohesion and waterproofing.
7.- Birds has not a sebaceous gland, exception the uropigial gland.The
oils secretions are used by birds tho help keep their feathers flexible
more than waterproofing, because feathers become sitff and brittle.
Perhaps therefore, those small, dino-birds protected their bodies with
this clothing as consequence of feeding in an aquatic medium would tend
to reduce corporal temperature encouraging insulating,waterproof feather
covering to preserve thermal balance...