I think it's easy - soon as you hear the word feather - to imagine a highly evolved 'quill', a modern feather.
But I think probably two reasons why a pterosaur's feathers probably would resemble fur.
Firstly pterosaurs doesn't use feathers for flight. A membrane of skin, like a bat, rather than flight feathers obviously, pterosaur feathers don't need to be structurally strong.
Secondly protofeathers I think do look like fur, like example II.
If the animal doesn't use them for flight, then it probably does find them good for insulation. So even if a protofeather covered wing is less efficient in the air than plain skin would be, the advantages of surviving colder climates might make it a worthwhile trade off anyway, if it opens up a niche polar food source or breeding ground say.