It's nonsense in your eyes because you don't understand anything about evolution. Seriously, natural selection happens because of their habitat, food supply, natural enemies and whether or not you can adapt to changes. Apparently (and DNA proves this as much as it proves that we are evolved from apes), a lot of species survived by changing into quite different species. You should look more into this 'why' question you have and try to understand how evolution works. It's pointless to even discuss this if you don't understand evolution's most basic principal.

Also, why oh why do some whales go look for a beach to crash on (even though that will kill them)? According to some experts it's partly their rudimentary instincts at work from the time when they were more like sea-lions.

Also, they are simply a surviving branch of evolution. Look at sharks, they are such a surviving branch too and extremely successful at it I might add. Biggest difference is that sharks didn't change that much because their environment didn't change that much. Really, not every 'old' species will go extinct by definition.

By the way, you are seeing huge leaps, because you don't realize that evolution is a gradual process. We could show many many many more transitional forms, but all you would do is ask for even more in between. It's pointless, you don't except them as intermediary species anyways.

Cheers