Pterosaurs are the closely large group of animals related to Dinosauria, with Dinosauromorphs being a rather disorganized group of near-relatives to the first dinosaur. In Saurischians, you have birds.
So this would mean that in Avemetataralia, having feathers is the ancestral condition. Which is even more fascinating because we know many dinosaurs did not possess feathers or if they did it was in such small amounts as to not fossilize. Carnotaurus is always my go to example for that, as it was a theropod—same general grouping as birds.