DNA contains coding and control regions. Changes to the coding regions are rare, most of the evolutionary stuff is happening within those control regions instead. Mutations there are more likely to result in interesting effects by affecting the way genes activate and interact, while the coding regions do the heavy lifting.

Losing some feature could be as simple as a mutation that permanently switches off the control region of a gene, even if the gene itself and the interactions formerly coded around it still work. Over time, those accumulate mutations and degrade, since they are not useful and therefore evolution doesn't preserve them, but they are still there. For example, we have an inactivated gene that used to make an enzyme that would break down uric acid. So we get gout, but our ancestors didn't.