Why is it advantageous for the skin to have more pain receptors than the other sense organs?

Due to skin being on the outside it allows us to sense the environment better, like wind direction for example and with skin being on the outside it comes in contact with the environment much more than any other organ so by having more pain receptors it lets you realize when you are doing something harmful to your body, ie you step on a hot coal, with more pain receptors you can react much faster and get off before too much damage, other organs do not have much use for as many receptors as skin because they are mostly tucked safely under skin and muscle protecting them from the outside world.