we don't evolve traits to fill a purpose. rather, shit happens through random error at the genetic level, and if it's useful then we hang on to it. if it's not, it may or may not go away. but, it doesn't go away because we don't need it. it either goes away because not having it is advantageous (which is probably the case with the tail) or because some other advantage happens to coincidentally be linked to not having it it (which is probably the case with things like different eye and hair colours, and the loss of muscles referenced in the video).
for example, let's say that telepathy develops in a single human that happens to only have four toes. it would be conceivable that descendants of this human may become dominant, and they may only have four toes. but that has nothing to do with how useless a pinky is. it has to do with how useful telepathy is. and, there would be no contextually meaningful answer to the question "why do some people have five toes and some people have four toes?".
if neither of these things are true, the trait just continues on with no effect on selection until one of the factors appears.
so, we don't want to be looking at traits and asking "what is their purpose?". that is basically asking "why was this designed?". nor does every trait need to have a use or even provide an advantage,
the better way to look at traits is to assume they are random and useless as a null hypothesis, until enough evidence can be gathered to reject that hypothesis and demonstrate an actual survival advantage. if you take this approach, you'll quickly realize that much of what we see around us is really void of any purpose. and, that's actually quite liberating.
the telepathic human could also coincidentally be born without the ability to synthesize a protein, or some other disadvantage. and, if telepathy is much more advantageous than not having that protein is disadvantageous, we're left with many descendants that have telepathy, and cannot synthesize a protein. then, if we ask "of what purpose is this failure to synthesize a protein?", we are not asking a coherent question. that's just randomness...