The brains sends nerve waves to other parts of the body to make our skin say that something hurts.
The answer to this is probably their ability to absorb heat. Oceans are great at absorbing heat from the sun and storing it. If they were bad at it, the heat would be trapped due to the greenhouse effect and the climate would become scorching hot. This way, oceans absorb large amounts of heat and effectively reduce the overall temperature of the world.