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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