@Raven is correct. Evolution favored the raptors to become birds, even though Rexy and all of her relatives were still very birdlike. I don’t believe that all Tyrannosaurids were completely bare, since in most cases feathers were structures that didn’t survive fossilization. That’s the main reason they were never considered as common until recently, when other dinos were dug up with feather impressions (Sinornithosaurus was probably the best example).
Rexy and all of the higher evolved Tyrannosaurs probably had what some call “dino fuzz”, a thin downy covering - something that definitely wouldn’t survive fossilization - that may have been more for warmth, especially in the sub-polar latitudes. Albertosaurus and Gorgosaurus most likely had something like this, but since Rex lived in a generally warmer area year round, it’s believed that any feathering would either have been sparse, or non-existent.
Feathers in most cases are used as display, to bring in a mate or something like that. But in the case of what we know so far about Rex, it seems that feathering for this purpose would have most likely been useless, as it seems Rex was the only species of Tyrannosaur we know of that didn’t play well with others.
In their earliest iterations, what we currently know as “Tyrannosauroids”, feather impressions were left behind in a lot of cases. Proceratosaurus, Guanlong, Dilong, and Aviatyrannus all are believed to have been feathered.