Why?
If this feathery absence isn't taphonomic (i.e. leg feathers were present in life, but not preserved with the fossil), then perhaps their absence paves the way for another type of leg covering... perhaps, podotheca?
I've written about podotheca - the scales on the lower leg and foot seen in modern birds and reptiles - a couple of times on this blog (both on hypothesised podotheca in a coelurosaurian theropod fossil, and preserved podotheca impressions with a non-coelurosaurian theropod fossil).
In those prior studies, podotheca were proposed to be present in not only the lineage that led to modern day birds (coelurosaurs), but also theropod lineages that do not include modern birds (non-coelurosaurs). As Ornithomimus is a coelurosaur, the presence of podotheca would at least bolster the idea that this feature was present in the ancestors of modern birds.
The study by van der Reest et al (2015) doesn't hypothesise about whether there was a podotheca-like covering on the hind limbs of Ornithomimus. But it does point out the presence of both feathers across the body and skin webs attached to the upper leg, which are features also seen in modern day birds.
They do, however, suggest that the lack of feathers on the lower legs may be related to thermoregulation - a way for the animal to keep cool - which has been noted as the reason why modern ostriches, emus, and cassowaries have sparse or no leg and neck plumage.
If Ornithomimus did have podotheca on its hind limbs, the artist's reconstruction in the paper, and shown above, indicates what it would have looked like in life. In any case, let's hope for more solid evidence of podotheca in future Ornithomimus specimens.
van der Reest, A. J., Wolfe, A. P., Currie, P. J. 2015. A densely feathered ornithomimid (Dinosauria: Theropoda) from the Upper Cretaceous Dinosaur Park Formation, Alberta, Canada. Cretaceous Research, 58: 108–117.