Agree. the road from creation of life to creation of any nervous system at all is an extremely long and fraught one.
Life on our planet has a very specific chemistry. It’s possible that almost all possible chemistries limit complexity more than ours—leading to many planets of very simple organisms. Very large number of phyla on earth reach evolutionary dead ends both archae and bacteria are stuck as single cellular organisms, (or very simple aggregrates) - Plants cannot develop movement because of their cell walls, while insects cannot grow bigger because their lungs and exoskeletons do not scale upwards.
Genetics is an entire optimization layer underlying our own, neural one. I think the fact that it had to throw up an entire new, viable optimization layer represents a filter.
Yes. And this is what has happened to most branches of the tree of life. E.g. Archae Bacteria, the various Protists. Only very basic multicellularity occurs in most kingdoms.