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.

Having more independent samples helps filter out noise. If you had individual sensory neurons with outsized influence, then misfiring of such neurons would also have outsized influence.

Nerve density isn’t mainly about intensity, it’s about spatial resolution. More nerve endings per square centimeter means you can distinguish finer details of touch, texture, and pressure. The brain can’t invent spatial detail that isn’t in the incoming signal. Amplifying a sparse signal centrally would be like zooming into a low-res photo.

The brain does do some of what you’re describing though. The somatosensory cortex gives disproportionate space to certain body parts (the sensory homunculus). So there is central amplification, but it works on top of peripheral density, not instead of it. Without the dense nerve input, you’d basically have an on/off switch instead of nuanced sensation.

Fingers, for instance, not only have higher sensitivity, but also much higher spatial resolution due to the more dense nerve network.

I can't tell why other areas may have needed higher spatial resolution; maybe it was evolutionary important in the past, and remains today. Or maybe just adding more nerves due to a random mutation correlated with better reproductive outcomes due to a stronger signal, or higher sensitivity, so more nerves are present for no other reason.

> Dumb question, why do “sensitive” spots on the body need more nerves? Couldn’t you just have the normal touch-sensing nerves and map signals from specific spots on the body to stronger/pleasurable qualia in the brain?

Think of a television. What gives you a better picture, quadrupling the number of pixels or making the existing pixels 4x as intense?

Perhaps encoding "software" is more expensive in terms of codons? So it's cheaper/more likely to "implement" physically.

Sensing nerves aren't especially energy hungry when considering their volume in the human body, so evolution doesn't have much reason to minimize them.

I think you have it backwards. The brain doesn't "know" what's supposed to be sensitive or pleasurable. It boots up with no training data after all. It machine learns what's sensitive due to a combination of nerve density and other factors. We haven't figured out all the other factors yet. But that's why there's a correlation between nerve density and sensitivity: density means sensitivity.

Go take a picture in a dark room and edit the photo to try to make it like you've got the lights on in photo editing software. You get a noisy grainy mess and little to no detail.

It's not like evolution would leave a significant amount of signal/noise ratio on the table for all other nerves.

Presuming nerves are already optimized if you want more signal you have to add nerves.