Well, for the purpose of elightenment, then, there are also Sinosauropteryx, Shuvuuia, Beipiasaurus, Sinornithosaurus, Microraptor, Dilong, Therizinosaurus, Yixianosaurus, Pedopenna, Jinfengopteryx and Epidendrosaurus.
It is logical because there is more to being a bird than having feathers. Indeed, as the specimens mentioned above show, feathers cannot even be considered to be a uniquely avian character (Dilong, for example, is a tyrannosaurid, which is only very distantly raletd to birds). Archaeopteryx remains one of the most bird-like dinosaurs that is still undeniably a dinosaur. The main “point” of many of those specimens is not in showing which one led to birds, but to show that feathers arose within dinosauria, thus birds evolved from dinosaurs. There are non-creationists who argue against a dinosaurian origin for birds (preferring an alternate origin within Reptilia), but even their position is becoming more tenuous as more fossils are found.
The current thinking for the origin of birds runs through Theropoda, Tetanurae, Avetheropoda, Coleurosauria (here is where the tyrannosaurids branch off, by the way), Maniraptora (now we’re into dromaeosaurs, such as Velociraptor and Deinonychus), to Aves proper. Within Maniraptora, we also get all sorts of craziness, such as the Therizinosaurs, which have many bird-like traits, and many non-bird-like traits. Archaeopteryx falls within Aves proper, but it is also a dead-end in itself.
Once we get into Aves proper, we still aren’t necessarily to birds as we know them. We have the Archaeornithes (which includes Archaeopteryx) as a side branch, and the Metornithes which continues the trend to modern birds. From there, we pass through Ornithothoraces and Ornithurae before hitting Neornithes, wherein we begin to see birds in their modern form.
As you can see, it’s a lot more complex than simply “Archaeopteryx was the first bird”. There’s a whole lot happening between Aves and Neornithes, and even more happening between Coelurosauria and Aves. Only one lineage led to modern birds, but there were also an awful lot of other bird-like critters running and/or flying around. As noted previously, we are unlikely to ever find all of these branches, partially because of the nature of fossilization, partially because of the nature of speciation. Many of the touted “missing links” are for specific features, not an entire lineage. Protoarchaeopteryx and Caudipteryx are important not because they are missing links to the direct line of avian evolution, but because they possess feathers, they do serve to link Aves quite securely within Dinosauria.