Inspired by but really unrelated to a comment by gnome in another thread (follow the little arrow).
Think of the evolution from Ape to ManTM.
Unlike my Intelligent Icky Design examples every little increment confers obvious immediate advantage to the individual.
Every little improvement in walking upright, every little improvement in ability to handle tools, every little improvement in ability to make tools, etc.
And yet it has the side effects of producing a creature that has the ability to know it is dying, see ghosts, agonize over existence, invent Nobodaddy, etc.