As she injected the second dose of novocaine into my jaw -- is anyone suprised that I've built up a tolerance to anesthetics? -- my dentist and I pondered the question of why the blankety-blank we have nerves in our teeth in the first place. The sensation of hot or cold doesn't tell you anything your tongues and gum haven't already reported. "Oops, you just bit down on something hard" could be communicated without multiple nerve trunks running right up into the tooth proper. And "Ouch, you just broke something" is important to know, but, as she pointed out while changing drill bits, broken teeth don't knit or regenerate, so being reminded, "Hey! Your tooth is still broken, dumbass!" for as long as the stump stays in your head really isn't that useful either.
But if we were all descended from narwhals (from a common weirdly-tusked ancestor if you want to be picky) then the miserable design of human teeth would make sense. There are nerves in there because there used to be interesting and useful nerve endings on the outside of the bony structure that later evolved into a tooth, and the genes that control body-plan development just haven't gotten around to retracting the nerve all the way into the jaw.
And that makes sense because any proto-anything that was extending delicate nerve endings out in the direction of the nasty world would probably have done better if it encased most of the nerve's length in nice safe bony plating. (Later creatures evolved skin, which pretty much put paid to that notion, but you can't blame a a guy for trying.)
Or maybe there's just something about growing a piece of bone that requires threading nerves through it somewhere, say to help direct growth and remodeling to areas of additional stress, or because bones were once living tissue, and some gene complex somewhere believes that tissue has nerves running through it whether it needs them or not. That would be boring, though, so I'm looking for another hypothesis.