We can certainly explore that theory, but what can you suggest as falsifiability criteria? Flight evolved several times, presumably, including in insects and in mammals without feathers:

https://ucmp.berkeley.edu/vertebrates/flight/bats.html

Notice:

We can infer that bats gradually evolved true flight from a gliding arboreal ancestor, possibly using the gliding membrane as a sort of "net" while the flight stroke evolved.

We can infer this because we beg the question, i.e. the only way evolution can happen is random mutation and natural selection. And so, we postulate the theory as true fact and then we get the result that it must have happened some way that is consistent with the theory.

I am just generally remarking on the fact that all that seems to be required in today's scientific environment is to describe what could have happened with some arboreal ancestor gaining, say, webbed wing-like arms for some reason, and then over thousands and millions of generations for some reason, before the webbed arms could help them glide, they were accepted instead of shunned by their mates for their mutation, and the mutant population survived and genetically drifted in that direction, until finally they could glide... and then fly.