As with most things in biology, the reason is that that is just the way it is.
If one goes a bit deeper and asks why bone and skin regrows but not neurons, there are reasons why bone and skin regrowth is useful enough to have been selected by evolution, and why neuron regrowth is so sufficiently hard that biology never developed it.
Some species, for example, of salamander, can regrow whole limbs including the nerves, but in this case the neuron growth is replaying the embryological development process (adjusted for the fact that most of the organism is already grown), so the genetic program is already in place.
Neurons normally grow during embryological development as part of a multistage process of cellular proliferation, expansion, folding, and reshaping. Nerves and brain wiring form in a way similar to “ant highways” with “pioneer neurons” forging an initial path of left and right turns, and then follower neurons turning that into a neural highway.
This process of initial growth would be very different from a “repair” and “regrowth” process, so entirely new genetic machinery would be needed for this fairly rare occurrence.
In contrast, skin gets damaged all the time, and skin regrowth is not unlike the the normal process of skin replacement, so the extra genetic machinery needed is more minimal and the utility far greater.
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