It is estimated that over 99.9% of all species that ever lived are extinct.
The fact that the critters you hint at are all extinct seems to pose little problem for evolutionary theory. In fact, it appears that it would be more astonishing for them to all be living than for them to all be extinct. Which answers your next question:
You would expect to find living gradations of species leading up to human, right?
Saying they are not alive today because X reason without any scientific evidence to support it is not science,
What reasons are you looking for? Shouldn't evidence that they existed and evidence that they currently don't be sufficient to conclude that they are not alive today?
If what you're looking for is a reason for their extinction, then science has offered many. But it should be noted that no natural explanation of their extinction would invalidate the fact of evolution.
Typically the reasons are different for different species, so if you want any detailed discussion, you should pick a species and the reasons for its extinction can be examined.