Why? Having dabbled a bit in evolutionary simulations, I find that, once you have unicellular organisms, the emergence of cooperation between them is only a matter of time, and from there multicellulars form and cell specialization based on division of labor begins. Once you have a dedicated organism-wide communication subsystem, why would it be unlikely for a centralized command structure to evolve?

On Earth multicellularity arose independently several dozen times but AFAIK only animals have anything like a central nervous system.