One reason I know about is that the lice developed the hooks on their legs for the specific type of hair on certain animals. Even in humans, we have three types of lice that infest specific areas! Head lice, body lice, and pubic lice are very different.

The pubic lice have (relatively speaking) huge hooks/claws for gripping coarse hair. The hair on your head is too thin for them, they wouldn't be able to grip effectively. Head lice have finer hooks, much too small to get a grip on coarser pubic hair! Their bodies are also shaped differently.

I got head lice a lot as a child. To the point I needed prescription stuff as they got resistant to normal treatment. I wondered how they never got into other hair, and researched it!