It's not X turning into Y when it comes to evolution. There were all kinds of different dinosaurs, that evolved I to all kinds of different niches. Most of those then went extinct due to rocks falling from the sky, or the entirety of India turning into a huge volcano etc.
So it's not that a T-Rex turned into a chicken, it's that T-Rexs lived alongside other dinosaurs that developed feathers and filled more niches etc. those that survived eventually became birds. (Have you ever seen an Emu up close?!? No wonder the Australians lost to them 🤣)
Disclaimer: I have no specific knowledge. Also, remember this happened over (billions? hundreds of millions) of years.
Other comments about just not noticing feathers are valid too.