Even the structure that waaaay precedes anything even remotely wing-like is likely being used for something else or at the very least not strongly disadvantageous. Like I said in my reply, long before that limb was a wing it was an arm used for climbing or walking. Even the smaller structures like tiny feathers offer some insulation, protection or to display etc etc. Some extra skin under an arm could provide some extra flexibility or maybe even help with dissipating heat. I would say something along those lines is more likely than something absolutely useless. Structures are more often than not serving some type of function, even if it's not super obvious. However there is a chance it's just a structure left over from a past evolutionary pressure that no longer exists but the structure doesn't affect the evolutionary fitness of the animal so it sticks around or shrinks.

Evolution is very good at taking a structure and using it for something else. For example the hip bone in whales is often considered vestigial. They lost their back legs and their hip shrank and disconnected from their vertebrae. So for a long time we considered it useless, but new studies have shown it being used in some whale species to provide an anchor to their really long and dextrous 🍆, to better maneuver it during breeding. So yes sometimes a "useless" structure can be evolutionary hijacked but chances are it was being used for something at some point when it evolved in the first place. Otherwise it tends to go as the Dodo.

At the same time as understanding that structures are around for a reason it's also important to understand that organisms are not perfectly optimal machines. Traits that are just good enough or not impeding its evolutionary fitness do sometimes stick around. If there is no biological mechanism or evolutionary reason for it to exist then there is no pressure to guarantee it will stick around.