They have organs, they’re just pretty simple. Blood evolved to carry oxygen to organs too far from the atmosphere. Jellyfish are thin enough (and they also don’t use as much oxygen as us!) that the oxygen gets where it needs to go.
As for brains well it depends what you call a brain. They have neurons and it’s enough. Think of very simple invertebrates as being more mechanical in nature. For example, ants count their steps to find their way home. In a jellyfish they have very simple eyes so that light = swim. Another example could be warm water + this much moonlight = release of sperm/eggs
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