National Geographic wrote about why penguins lost the ability to fly. The evolutionary process that resulted in penguins becoming better swimmers, decreased their ability to fly. The benefits of being better swimmer/divers for feeding outweighed the benefits of being able to fly to escape predators. As their wings developed into better flippers for swimming, they became less effective at flying. As there are energy costs to both flying and diving the penguins evolved more towards diving and swimming.
Additionally penguins’ bones evolved to become heavier over time making them less buoyant and better divers. Birds that are good flyers have lighter bones.
Read more at National Geographic: Why Did Penguins Stop Flying? The Answer Is Evolutionary.
Natural History Wanderings 
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