From a physiological perspective, it is because the mouth has a lot of nerve endings. You see all over your body you have peripheral nerves that work in two ways: sensory and response. Sensory nerves are responsible for pain, pressure, temperature etc. while motor nerves send responses to muscles and help coordination. From a physiological perspective, anywhere that has a lot of sensory nerve endings, is more sensitive. This is the same theory as to why paper cuts hurt more than deeper cuts.
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