Well, traditionally all mammals have hair. Yet that has nothing to do with what defines a a mammal. A mammal is any animal that has mammary glands. Mammal, mammary gland. That concept is useful. But it’s not right. It’s not wrong. It’s a mental construct.
Mammals are endothermic vertebrates belonging to class Mammalia of phylum Chordata. Some of their distinctive features are as follows: a neocortex, three middle ear bones, a lower jaw made of a single bone, a hairy body covering, a thoracic diaphragm, a four-chambered heart, and females that are mostly viviparous.
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In cladistics, it doesn’t matter if the common ancestor of all mammals had mammary glands or not. All that matters is can you circumscribe a group of species (whatever that is) all of the descendants of a common ancestor and no other species. That concept is useful. It is not right. It is not wrong. It is a mental construct.
Okay, let's try a thought experiment. Let's assume that the Most recent common ancestor (MRCA) of all mammals did NOT have mammary glands. That means that at some point later on, all the different types of mammals must have independently evolved the same feature for the same purpose. This is far more unlikely than the mrca of mammals had the feature and all the others kept it.
That brings up another question. How can you describe or define a clade of species, if you can’t define what a species is?
A clade is a group that is all descended from a single common ancestor.
If you have common ancestor A, and that ancestor evolves into different species A1, A2, A3, A4... A100, then all the different A species are in the same clade.
If A splits into species B and C, and B evolves into B1, B2, B3, etc, and C evolves into C1, C2, C3, etc, then all the different Bs are in one clade and all the different Cs are in another clade. And the B clade and the C clade can both be grouped within the A clade.
So you can have an organism that is a member of the A clade only, or it can be in the B clade, which means it is in the A and B clades. Or it can be in the C clade, which also includes it in the A clade as well. But you can't have an organism in both the B and C clade.