This post is intended to educate, not offend...
All birds have feathers, which like hair, are specialized outgrowths of skin projecting from follicles by a shaft. Despite the common misconception, down clusters are not immature feathers. They are specialized feathers with an unusual construction. Down clusters are spherical plumes with hundreds of filaments radiating from single quill point, like a ripe dandelion pod. This makes down very soft. Down's structure also traps air, making it a good thermal insulator. Down is the first plumage on young birds and forms a protective insulating liner under the regular feathers of most birds, especially aquatic birds. This insulating layer helps birds maintain their body temperature in inclement weather. Much of the Down used in today's market is a by-product of food production, obtained from slaughtered birds. It is well documented the horrific conditions animals raised for slaughter spend their lives in. Even worse is the practice of "live-plucking." I can avoid the graphic decription of this as I'm sure everyone can imagine it.
Synthetics are more durable, easier to clean, warmer when wet, dry quicker, are far less likely to cause allergies, and are much cheaper.