To answer your last question first - why don't men learn to control ejaculation - for starters, someone would have to teach them. It's difficult enough getting basic sex education standardized and accessible to the general population. Thinking about a sex education curriculum that would teach ejaculatory control is more than a little beyond the seeming realm of possibility at this point in the United States.
In terms of the why guys don’t just "naturally" learn to control ejaculation, there’s probably several reasons.
Evolutionary psychologists would say that the goal of sex is procreation and therefore there’s no reason to prolong it. And it's true that we may be the first animals to want to prolong erections to prolong penetrative sex play (even though we aren’t the only animals to like having sex, or to make it a creative act). Not that I'm suggesting we listen to the evolutionary psychologists on this one.
A more simple answer is that no one teaches young men to control ejaculation. Children are taught to learn the signs of other reflexes. We teach them how to control urination for example. But when it comes to teaching young men ejaculatory control, I don’t think you’ll find it in even the most progressive sexual health curricula.
Another possibility is that most mens earliest sexual experiences (whether its masturbation or partner sex) are done secretly and quickly, for fear of discovery. It is possible that these early experiences may condition some mens sexual response to a pattern of rapid ejaculation.
Most of time there are several reasons why a man might be ejaculating faster than he would like. Sometimes it's about who is defining PE to begin with. It may be that a man is happy with the length of his erection prior to ejaculation, but it isn't long enough for his partner. Sex researchers have gone back and forth over the years about the best way to define PE.
The good news is that for most of the causes there are ways to learn to control ejaculation.