Why don't some animals have vestigial structures?

Vestigial structures are structures in the body that no longer serve a purpose but the organism has not lost them through evolution because the feature doesn't harm the organism.

In other words, it's a structure that used to have a purpose but doesn't anymore, so it's kind of just there.

Therefore, some animals don't have vestigial structures because they never lost the purpose of that structure. If it still serves a purpose, it can't be vestigial.

On the other hand, the feature could have become detrimental, meaning it caused the organism harm, in which case, over time, the species would evolve not to have them anymore.