Point of fact - not ALL birds do. I'm no ornithology major, but I'm fairly certain that if your average, say, bluejay took a spill into a body of water, he'd likely sink like a stone. Those that DO have the secreted oil don't always have it year-round, either - I know that certain ducks are only waterproofed during spring and summer - round about mid-autumn, they start to lose their secretions, and if you put them in water then, down they'd go. (These are likely the types of non-migratory ducks that live in cold climates, where the water is iced over during winter, so waterproofing would be useless - they concentrate instead on keeping their feathers all fluffy for warmth.)