One of the first human foods was actually bone marrow which is basically pure fat. This happened about 2MYA by Homo habilis who figured out that you could use rocks to bust open bones. Lions and Hyenas would leave huge piles of bones in the middle of the dessert which had been picked clean by vultures. One of our ancestors had the brilliant idea to use a rock to bust open the bones. Well it's a massive source of free…
Also, predators are very intelligent. They can and will break open bones. Domestic dogs do that. Hyenas are renowned for their bone-crushing abilities.
Bone marrow is not the only source of fat. There are plenty of plant-based foods rich in fat