In Nature nothing happens without a reason, just that the real reason might not be the one that is visible from the outside. We get fooled by these visible ones most of the time. Its our nature to believe what we do not know and reject what we do; obviously there is some comfort in believing the things we do not know in a certain convenient way. Its interesting to look at the evolutionary history of things we take for granted, and understand that they are in place to serve an entirely different set of functions, than the ones we generally attribute to them. Society and religion are good examples of this, but nothing drives home the point quite like sex.
We always associate sex with reproduction and consider procreation as its main function. But now we know that its far from the truth. Procreation is just "one of the" functions of sex, not the primary one. From nature's point of way, sexual reproduction is costly and less efficient. Asexual reproduction is definitely a better way to create the next generation. In case of asexual reproduction, every organism can reproduce, there is no need to search for a partner to mate with, to create the next generation. Sexual reproduction also puts the extra burden of maintaining two distinct genders of each species and that is definitely not efficient. So to facilitate propagation of a species, Nature would have definitely chosen Asexual reproduction over this somewhat 'weird' Sexual reproduction.
But then why did Nature allow asexual reproduction found in lower life forms to evolve into sexual reproduction which is the norm among more evolved species? The real reason is to develop 'immunity against diseases'.. or disease causing micro organisms, to be precise. Improving immunity is the primary aim of sexual reproduction... now how weird is that!!
In asexual reproduction, an exact replica of the genetic code of the parent is created and transferred to the child.. this is what happens when a bacteria splits into two. So in this case, a micro organism which can cause a disease in the parent through a loophole in its DNA, can attack the child successfully without any extra effort, because - 'like father like child'. The chances of an entire species being wiped out by a deadly disease in no time, is quite high among asexually reproducing organisms where all generations share the exact genetic code.
In case of sexual reproduction, every time a sperm and egg come together, a reshuffle of DNA material happens and the resulting progeny will have a totally different genetic structure than its parents. Even though all the components were donated by either of the parents, the way in which they are configured in the child DNA will be different. For an attacking micro organism this poses a serious challenge - a new code to break every time it approach a new organism. So even if the pathogen manages to successfully affect one organism, that does not mean the species is at risk; the diversity of the gene pool ensures that the species stand a better chance in surviving the outbreak. So from Nature's point of view, the extra cost and inefficiency involved in sexual reproduction is worth the effort.
This all might sound a little difficult to believe, but experiments done on organisms which can reproduce both sexually and asexually, have confirmed this fact - the generations created by sexual reproduction are much more stubborn against attack and got a better shot at survival.
Now don't be surprised if tomorrow we find out that 'picking nose' is an evolutionary adaptation, the reason being something like - stimulation of some cells in the nose develops the intelligence centre of brain, and those who pick their noses got a better chance of survival in the long run!!
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