The more complex the organism, the more often you find features that have little to no survivability benefit - right down to the DNA.
I bet if you took a few moments of thought, you could come up with a couple examples in your own body. Not everything in an organism is there for a specific purpose, sometimes things are just left over from earlier development.
Now, if we go to your ludicrous extreme of "literally covered with all kinds of INEFFECTUAL 'features,'" guess what happens. The sheer mass would then become limiting for survival and thus a pressure for elimination. But if there is no pressure for elimination, features tend to hang around for a long, long time.