Short answer: It’s very unlikely that they aren’t.
Long answer: To start off, we can’t really be 100% certain of anything in science: We can never completely discount other possibilities. However, I’d say that the quills/bristles on this Psittacosaurus fossil are most likely a real anatomical feature. First of all, the specimen also preserves skin and scales throughout the body, which increases the likelihood of feathers (or feather-like integument) being preserved. Second of all, all of the quills are found in a row above the tail; they all connect to the tissue above the tail; and none are found elsewhere in the surrounding rock, as we would expect them to if they were, say, plant matter or random quills that settled near the body.
Likewise, I prefer my bears without fur. Maybe a little ponytail or afro at most. Just think they’re scarier that way.
This is an interesting question that I had to think about for a bit. It’s certainly worth mentioning that the theropod bauplan is obviously very successful- Save for a long tail, it’s remained generally unchanged for some 240 MA. That said, there’s a lot more variety in large theropod predators than there appears to be at first glance: Megalosauroids such as Baryonyx and Torvosaurus have long arms with hooked claws, as do megaraptorans (whatever they may be). Abelisaurs are adapted for sprinting and swallowing; they have long legs with huge muscle attachments. Tyrannosaurs have massive skulls with bone-crushing teeth and pinched metatarsal bones for shock-absorbing. Carnosaurs seem to have been sauropod specialists; their skulls are strong when striking like a hatchet, rather than twisting side-to-side like tyrannosaurs.
Digitigrade legs are good for running fast, a useful skill for predators. Therizinosaurs were least digitigrade theropds, and they were mainly herbivores (most plants don’t do too much running). Bigger heads are longer levers for applying more force. Long tails help keep balance and allow you to turn more quickly. And not all large predatory theropods had short arms. I would say that the similarities in the general body shapes of carnosaurs, megalosaurs, .abelisaurs and tyrannosaurs are due to evolving from similar Generic Small Theropods™ and evolving to fill a similar nice as big-game apex predators