I caught the parody. But it's worth noting that because we have the monotremes (which clearly split off somewhere way back then) and these fossils, we have some idea about what changes came first. The monotremes still lay eggs and still have a cloaca. They're warm-blooded, furry, and have mammary glands but no nipples. (Sad!)
Evolutionary theory actually tells you something about what to expect. That makes it scientifically useful and distinguishes it from ID/creationism.
[Plato the platypus says: "Nipples are no big deal."]