There are a lot of different reasons why birds flock together, but the main reason why they fly in tight formations is for protection.
An animal that is in a tight flock is harder to prey upon than one that is alone, both because there are a lot of other targets and because it is hard to track a single target amid the group.
And no one bird is leading the flock. Instead each of them is responding to each other and the air around them and all making the same majustments based on the same basic mental rules.
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