the same reason why female genitalia and nipples etc are a darker shade. also the same reason (face) lips are a different color. note: the skin directly around the anus is generally the same shade as the above. and also, on a single individual, these 'dark places' are generally the same shade.
it's more delicate, and has more capilaries. this assists in the sensitivity common to all of the parts. notice they tend to be around openings? the tissue is different due to different uses... it's more flexible than regular skin and heals faster.