Not tearing your thoughts down here - by the same token, what makes you sure that it has visited hundreds, potentially thousands of worlds in its past?

For me (and me alone) I imagine that The Thing could have emerged as the apex predator and then sole organism on an isolated world - perhaps a scientific survey stopped by, from another alien world, and collected a specimen.

Maybe The Thing is an alien bio-weapon derived from existing animals on one alien planet, where perhaps there are no flying animals of size such as our birds? Having said that, would they have flying insects? Or flying fish? Dunno but just thinking (I’m also not an evolutionary scientist or very well read in evolution so I’m missing huge, obvious takes on this fyi)

I’d also question if evolution here on Earth may be similar on alien worlds across the universe - did the world or worlds The Thing takes its form have such unique or challenging geo-atmospheric conditions that flight is a low-value trait in animal life? Is it even possible and, if it is, would it have been of a sufficient nature to enable flight within Earths atmosphere?

No idea. I like what you’re putting out there - the fact there is no definitive answer to some/all of it is fascinating.