Because we evolved that way. Evolution doesn’t work on “should” or what would be ideal or best. It’s not directed. It’s random. Our brains don’t have pain receptors because we never evolved to have them, or there’s some detriment to having them.
Even if evolution did move towards some ideal or some improvement, it still wouldn’t matter. up until *extremely* recently in human evolution (roughly 100 years out of 300,000 years of human evolution), there was nothing we could do about damage to the brain, so having pain receptors would have been of no use.
While the brain itself doesn’t have pain receptors, the tissues surrounding it have them. So humans aren’t just going to be oblivious to things like head trauma. Additionally, prior to the invention of brain surgery there wasn’t really anything that could be done about injury/disease inside the brain, so there is little survival advantage in being able to feel it.
There would be no evolutionary benefit for the brain to have pain receptors. Pain receptors exist elsewhere because it would signal to the brain to take a reflexive action. There are pain receptors *around* the brain which would trigger the reflex to protect the brain. But the brain itself has no pain receptors because it cannot act on those impulses.
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