If we didn't, we might never learn anything, or at least never find out the answers to things we would like to know. Nature compensates them, though, in other ways. Ostriches are fast runners, sometimes running 35 or 40 mph. Some birds, like Kiwis, don't have any natural enemies. Therefore, they have no need to fly, as there is nothing for them to fly away from.
Penguins have enemies, but they have adapted to life in the water.
It makes it easier for them to find food that way, even though whales and seals might eat them. Birds have very strong muscles in their wings and very light, hollow bones. This enables them to fly. They also have a bone in their chest that we DON'T have. A bird s flight muscles are attached to the wishbone.