Very interesting question, Milvus and not one I've given a great deal of thought to, they certainly do tend to stand out.
It seems to me that many species go through a vulnerable stage in their lives, I think this could be part of the 'survival of the fittest theory' comes in, where the hen will have 5 or 6 young and perhaps only 2 or 3 may survive, the others falling prey to predators, higher up in the food chain. the fortunate survivors, which may have had better skills to avoid being prey, would pass on their these qualities to their own young via their genes.
I agree that mother coots are very fierce protectors of their young but do not seem big on camouflage, even putting brightly colored objects ie crisp bags as part of the building structure of the nests.
I think though, if I had been born with a bright red head, I'd be wanting to grow up pretty fast! ;-)