No, they’re not gone, and as I sit wasting my boss’s time, my drinking bird is happily slurping out of a Pyrex beaker.
Dr. Fidelius has the evaporation part right, but the liquid inside is certainly NOT water (or dihydrogenated oxyacetylene, whatever). If I lovingly cup my drinking birds’ lower bulb in the palm of my hand, allowing a good transfer of heat, the red liquid inside will force its way up the tube, until ALL the liquid is out of the bulb. It seems to defy gravity, just a column of red liquid gurgling as it tries to run back out into the bulb. Try this at home with water. What happens? Pretty boring, huh?
My bet for the liquid is Freon ™ or something like it for the ozone-friendly '90’s.
WARNING: PHYSICS LESSON AHEAD!
My version of How It Works: The birds wet head is cooler than his tail (water evaporation). The non-liquid-filled parts of the bird are filled with the highly volitile red liquid (Freon?) in its gaseous phase. The cool gas at the top shrinks (ideal gas law) and the system tries to equilibrate pressure by forcing liquid up the tube. Eventually, as the good Dr. says, the bird goes off balance and the liquid and gas are allowed to equilibrate physically by changing places.
The whole thing is a heat engine with external water as the main source of heat differential. Water inside the system won’t work.