Why are mammals the only animals with pinnae / outer ears?
Short answer Mammalian hearing is unique and amazing. 

The mammalian ear is unique and highly sensitive with a built in amplification system that means even minute changes in sound can be detected. The bony amplification is also the reason the mammalian (or at least therian) cochlea is huge, every incremental increase yielded markedly more information, it has to get quite large before you hit the point of diminshing returns. This means mammals can get a lot out of even small investments into improving hearing. The vast majority of other groups just would not get any benefit from an external ear. their ears are not sensitive enough to gain anything the faint echoes external ears collect. The one group that would get some benefit (owls), has something functionally similar to an external ear.


The mammalian ear evolved from the repurposing of vestigial jaw bones no other group had (or more correctly they did not become vestigial in other groups). Mammals are the only group with a single bone in the lower jaw. it is a fascinating story and well worth a look. It kinda makes up for how awful mammalian eyes are.