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On the other hand, perhaps instead of evolving independently, it only evolved once long ago, and then repeatedly was lost in particular lineages. That's another puzzle. If it was valuable enough to be selected, then why would it later disappear?
But of course if one believes in evolution, then problems such as these are minor. In fact, they are easy to explain. Echolocation evolved repeatedly due to similar environmental pressures. Or, on the other hand, echolocation could have been lost in different lineages due to shifts in environmental pressures. See, nothing in biology makes sense except in the light of evolution.