Birds lose their old feathers and grow new ones because their feathers wear out.
Shown here are four primary feathers (remiges) molted by a black-legged kittiwake. It's easy to see that these feathers are no longer in good shape for flight. Their edges are not smooth.
Notice how eroded the white barbs are compared to the black ones. That's because pigment adds strength to the feather. The darker the pigment, the stronger the feather. For this reason many sea birds have black tips on their white flight feathers and some birds have completely black primary or secondary feathers.
For more on feather wear and how it affects the appearance of shorebirds, see this very helpful blog (written from Malaysia).
(photo from Wikimedia, in the public domain. Click on the photo to see the original)