The possible reason for evolution of reflex action in higher animals is:
Thinking process of brain is not fast enough.
The possible reason is that thinking process of brain is not fast enough. For example, when a hot object is touched by hand, the time that stimulus takes to reach brain and get an appropriate response, is enough to burn the hand. This happens because thinking and creating an appropriate response by the brain takes time which is overcome by evolution of reflex actions by spinal cord which gives immediate response to external stimuli.