Not a dumb question. The shortest (and at a glance unsatisfactory) answer is because it works, and therefore it evolved that way.

Going in detail, first consider that for a feature to be evolutionarily selected for two things have to be true:

1. It must increase the fitness of the organism that carries it, i.e. the likelihood of its carrier having descendants as compared to non-carriers ( or be a side effect of another feature that improves fitness enough to be a net positive, etc etc )

2. It must be inheritable (and, in sexually reproduced organisms, mutually compatible during embryonic development).

One such a feature has reached dominance in a given population, as long as it continues to be important for fitness it cannot really be deprecated in favour of an alternative from scratch, even if that alternative is arguably better.

That's why, for instance, vertebrate ocular nerves connect to our retinas on the inside of our eyeball, resulting in us having a blind spot. Cephalopods, on the other hand, evolved their eyes independently the "reasonable" way, connecing their nerves from behind the eyeball. There's no way a vertebrate could mutate from scratch for its optical nerve to connect to the retina from behind without causing absolute mayhem in embryonic development. Our hacky solution for the blind spot? Let the brain hide it in software.

Going back to your question, some spots of the body being more sensitive than others became critical for evolutionary fitness long before nervous systems were complex enough to generate conscious qualia, let alone enough for them to be consistently involved in decision making. Furthermore, mapping of specific nerves to intensity of feeling on the CNS would imply complex hardcoding of something which is much easier to solve with "this place important, have more nerves", and maybe would even conflict with the fitness benefit of a CNS with enough neuroplasticity to learn anew during the development and lifetime of an organism.

So, in summary, the solution of having more nerves where it matters is simple, good enough, and has no reason to be rolled back in favour of a radically different alternative.

Full network of clitoral nerves mapped out for first time