Maybe the reflex is, but why does it hurt us in the first place?
By "hurt us" do you mean "Why does it cause pain" or do you mean "Why does it damage your eyes"
It causes pain because that's your body's way of saying: "DONT LOOK AT THAT!" That's part of the protective measures that most animals have evolved over the years.
The reason it damages your eyes is because the sun is emitting lots of UV light. UV particles can actually slam into your dna molocules and rip them apart. Your skin is able to react to this and repair itself but your eyes cannot.
So there are really 3 good ways of dealing with this problem:
1 Evolve a thin layer of something over the eyes that blocks UV light, but lets all other light through. Like this thing: http://en.wikipedia.org/wiki/UV_filter (This still wouldn't prevent the initial loss of sight from using up all your rods and cones, but you wouldn't be permantly damaged)
2 Evolve the ability for your eyes to repair the damage caused just like your skin can. (Note this wouldn't prevent the damage, so you'd still be blind for a while.)
3 Evolve an instinct that prevents the creature from ever looking at the sun to begin with. (This also solves the rod and cone issue.)
4 Any other clever solution I didn't think of.
Now to you or me, if we were going to sit down and design a critter. I'd probably go with solution 1, 2 AND 3. But evolution doesn't plan anything. So as soon as the animal evolved the reflex to look away, that was all that needed done.
Until there is some selective pressure that makes it beneficial to be able to look directly at the sun, it's unlikely to change.