That’s a question to ask the apathetic direction in which evolution happens! There isn’t a definitive reason. Evolution isn’t “survival of the fittest” the way people think it is. It’s actually fairly random and it just so happens that sometimes genetic mutations happen to be beneficial for a certain species’ survival in a certain location, so it sticks.
There’s a tradeoff here. Having and maintaining two sets of genitals and reproductive components takes energy. This energy has to come from somewhere, reducing physical abilities.
When population densities are relatively high, it’s pretty easy to find a partner. This means that the physical benefits of being a single sex outweigh the benefits of being both sexes.
If a species *were* intersex, any mutation that resulted in a single-sex individual would be beneficial to that individual. After all, they can still have sex with any other individual without any of the tradeoffs. This sort of selection pressure is what pushes organisms towards single-sex instead of being both sexes.
Lots of plants are hermaphroditic, but it doesn’t seem to be as common in animals
There are a variety of evolutionary biology theories that explain sex and the pressures that can lead to development or retention of separate sexes. I can’t remember the specifics, but it is indeed a subject of scientific inquiry.
There are some lizards that are only female and reproduce via parthenogensis, with no males, although most animals seem to have separate sexes.
For the record, the word you’re looking for here is hermaphroditic, not intersex. Intersex specifically refers to humans who possess characteristic traits from both human sexes, whereas a hermaphrodite is an entity of a sexually reproducing species that possesses both sets of reproductive organs (to a functional degree – few if any humans are known to have had this so some argue that hermaphroditism is not a correct term to use for any human).
To first evolve sexual reproduction, in which genetic material is separated and remixed in a new organism, you have to evolve the means for DNA to move from one cell to another. If natural selection favours this recombination highly enough, then over time the species will begin to create specialised roles, potentially on the cell level (ie creating sperm that can move and invade cells, and eggs that can absorb sperm and contain the various needed organelles), or potentially on the organism level (ie creating some organisms that are very good at receiving DNA and some that are very good at delivering it), because organisms with these traits will reproduce more successfully.
We don’t have the full picture on the evolutionary relationship between hermaphroditism and gonochorism (not being hermaphroditic). Either could have appeared first and then evolved into the other in some species. It’s not unlikely that some lineages have switched between these methods multiple times. What we can say though is that if hermaphroditism did come first, gonochorism is evidently quite advantageous, because most animals being gonochoric today means it likely evolved many times, and only changed back a few times.
To make a broad generalisation, one of the most common aspects seen in species that do have some form of hermaphroditism is that they often live in areas of low population. Hermaphroditism is a common and highly advanced mechanism in plants, and one theory for why that is is that plants often find themselves as pioneers – a sole seed carried far away from the rest of its herd and trying to grow in a new land. A pioneer organism that was able to reproduce with itself could propagate the species no matter how many other genetically compatible plants came with it. In animals, hermaphroditism lowers the risks of population imbalance – in a population of say, 3 males and 3 females, a few unlucky events can get rid of all members of one sex, killing the entire population. If all are hermaphrodites, then kill of 3 members and the remaining 3 can definitely still make babies.
The inverse of this makes sense for gonochoric species, which strengthens the theory that scarcity breeds hermaphrodites. While it may be advantageous for any two members of a species to be able to reproduce, any given organism can only reproduce so often anyway. If there’s always enough of the opposite sex available that a creature can find a mate, hermaphroditism isn’t an advantage – they’d reproduce successfully whether they could fill one role or two. There’s also an advantage to not being hermaphroditic, especially for egg-laying species – it prevents self-fertilisation. If a fish say were to lay a clutch of eggs then go look for eggs to fertilise, there’s a good chance it’ll end up back at its own clutch and just fertilise its own eggs. That ain’t very genetically diverse. The whole point of sexual reproduction is that it lets you get genes from other organisms.
Gonochorism is also really helps sexual dimorphism. Any gene that activates when exposed to whichever chromosome is responsible for maleness is a gene that will only do things in males. That allows traits to develop that would be uniquely detrimental to females, because any female won’t be affected by a gene that depends on maleness. Likewise, that male chromosome can suppress genes that are only beneficial when in females. Instead of every new gene that needs to be active only in a portion of the species needing to evolve its own activation mechanism, they can just evolve to be linked to maleness, which is a much more likely thing to happen. So you’d likely never see a highly dimorphic species like ants that were hermaphroditic – they rely heavily on their sex differentiation to create the different colony roles.
Evolution isn’t “smart”. It optimizes an existing system by making very small changes. Sometime evolution gets stuck in a so called “local minimum”, which isn’t the best solution to a problem, but the only one that can be achieved using very small steps. For instance, no multi-cellular animals have wheels, even though they can be very efficient if the animal lives in a flat, smooth area. This is because there is no path to evolving wheels using small steps. Having partially functional wheels (perhaps they don’t turn around 360 degrees, or they aren’t round) is useless. You would have to go from legs to wheels in one large jump, which is so extremely unlikely as to be impossible.
Having mammals evolve from a two sex species to a hermaphroditic species would involve either a single huge leap, or a bunch of smaller steps that would hurt survival and reproduction rather than aide it.
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