Sensory systems transfer tons of information, which requires thick neural medium. That fragile, enrgy consuming and takes a lot of space ( which make it more fragile). Thick nerves also will expirience a lot of stress and noise from muscle systems, that will require more brain activity from brain to filter signals, that even more wasted energy

Worth to mention humans ( and many other animals) has several neural systems beyound brain. Eg intestine has very advanced neural system, which governs only that part of body