Winged Serpent
The Coatl is a magical, divine beast. Stories say lives in the underworld and does battle with various nefarious forces to ensure the sun will rise in the morning. Some stories say it requires the power of peoples' hearts to ensure it's victorious each morning.
Alternatively, it's just a big winged snake that likes to collect shiny things. I mean, it's gotta be magical, though, right? It's not like something this big could fly as easily as it seems to be able to. Maybe it's all just illusion, though. Fancy mirrors and psychic smoke to make you think it's flying when it's just slithering.
Proponents of that theory assert that its feathers are, therefore, purely decorative and/or evolutionarily developed to trick biologists into thinking that surely it must actually be able to fly because otherwise developing and maintaining fully-functional (at least, would be fully-functional if they weren't attached to a 40-tonne beast) flight-feathers.
Those biologists that have attempted to investigate closer haven't returned. Those who think the Coatl ensures the sun rises each morning, therefore, heavily encourage and support biologists in their endeavors.