Well, first. Are we?

Second, humans are so the only mammals with hands the way we have them. Maybe it just happens to be that hymens in humans are only superficial and not a problem and in other species they have been. Or maybe it's related to the way humans stopped being apes a long time ago, and while apes are very active meaning they break hymens when young and so don't really have them as adults, modern humans being less active have ended up with them being noticed more.

Evolution doesn't add advantageous things, it simply slowly removes things which were disadvantageous. It probably just means that the hymen isn't disadvantageous to humans.