But why woulda smaller skeletal structure or a tiny flap of skin be advantageous enough to select itself into the species? The obvious answer seems to be that it wouldn't. And the obvious answer is correct.
As a predecessor to a wing or some ability to glide, a tiny flap of skin would be virtually worthless on its own. There is absolutely no reason for the species to select it. Of course, the species doesn't select the trait. It's not like there's some tribal council that says, here here, point of order, the next order of business is that we need to figure out what we want to do with this flap. I say keep it! All those in favor say aye. Instead, what happens is that, one day, a lizard has a weird flap. The other lizards don't pick on him for it because they probably don't notice it. And neither does he. But the good news for him - and for millions of future birdwatchers - is that, like most lizards, he has sex whenever possible, and some - but not all - of their baby lizards have a tiny weird flap just like daddy did.