"If they are eating fish like us since many million of years, why didn't albatross evolve since then?"
I choose albatross because the birds more related to penguins are albatross or something similar https://en.wikipedia.org/wiki/Procellariiformes
I'm not sure what happened when the ancestors of penguins split from the ancestors of albatross, but let me guess: <guess> They lived in different areas. In one areas there were less fishes per area and they had to continue flying to catch enough fishes. In the other are there were more fishes, but they lived in deeper water, so they have to enhance the diving abilities. <)guess>
Perhaps my guess is bad, or very bad, but I hope you can imagine that the same birds living in different areas may have different food source and different fishing strategies, so in each are the birds that were better for that strategy outnumbered the other birds, and after 60-80 millions year they look very different.
Both evolved. albatross look quite birdy like the ancient ancestor, penguins look weird.
[1] The Beak of Finch book
My guess, similar to yours will added a reason :)
Flying consumes a lot of energy. My guess is some albatrosses found a place where there was a lot of food, very safe and then hardly ever needed to fly. Thus the move to penguins.
Not necessarily, some things go extinct.
Or, evolves in to what?
Perhaps we can be certain that every changes. Maybe that's cyclical too.
The difference is that they have kept a more-or-less constant body plan, and evolved details less easy to see.
The monkeys have also evolved exactly as much as we have. Again, it is less easy to see the evolved differences from their ancestors, because their bodies are so superbly adapted to their way of life and so have not changed much.
It is not visible vs invisible changes that progress at some fixed proportion to reproductive rate; that is a gross oversimplification and conceptually inaccurate.
See e.g. Sewell Wright’s fitness landscapes.
They just haven't happen to produce an advantageous mutation ..... That changes their form enough to cross some arbitrary line where we would define 'evolving'
Because what they have is good enough.
Without selective pressure, evolution just dithers around what already works.
There will be reasons they got to where they are, that they remain just indicates those reasons have not gone away.
And of course a lot of species of bird achieves this by nesting in (vertical) holes.
And that’s what makes good questions.
And about intelligence: we may not be (or have been) that much more intelligent than certain other apes, but we can learn from other humans from thousands of years ago thousands of miles away. That makes a difference.