As Minute Earth rightly points out, we could avoid a lot of flesh wounds by having thicker armoured skin like a pangolin. But the energy needed to generate and maintain that armour wasn't evolutionarily worth it for us to expend because we put so much fuel into our enormous brains.
We can think of ways to escape danger or make intelligent plans to avoid dangerous situations in the first place. And we do have scales, they're just not visible to the naked eye, but they protect us from tons of microbes. A lot is going on with our skin as the layers form, live out their life rising to the surface and then die. Watch this video and then go exfoliate. [Minute Earth]