Originally Answered: Why do most mammals need a scrotum when birds, which are also warm-blooded, do not? (see details)
I can only give you my hypothesis, but of course, I'm right.
It seems likely that our furlessness, bipedalism, and big brain all evolved together as part of our transition from tree swinging fruit eaters to ass-kicking plains hunters. These adaptations enables us to do what no other animals can do, hunt actively through the heat of the African day, tracking and running much faster prey to exhausion, just as some African peoples still do to this day.
If true, then this also explains why we have temperature regulating testes.