why is our face skin so different to other body parts?

compared to arm skin, our face skin is so much more sensitive. It's also prone to pimples and acne when our arm or stomach skin isn't - some people get bacne, but it's no super super common - so what is different about our face skin that makes it so different.

Why don't our arms get oily like our face does? why don't we get acne on our knees?