Although I do not know much about oarfish, and I doubt many people do, I do know that an evolutionary next-step doesn't have to be one where the organism have gained an advantage. It could simply be a random mutation that does not cause any harm or give the creature a disadvantage in its environment.
For example, if you examine a snake's skeletal structure, you will find that it actually have leg bones, though not much of it. Those structures are left overs from when they lost their limbs in the distant past. Now, what possible purpose could those parts of their skeleton have? Absolutely nothing. It doesn't cause any harm or give the snake any disadvantage, though. So, the question really is, "why not?"