Why do the lungs have a large number of blood vessels?

The lungs are the source of oxygen for the blood, and the blood vessels pass through it in order to exchange the Carbon dioxide that has been produced through respiration, with fresh oxygen to transport to the muscles so respiration may continue.

There are a large number because a larger surface area means more diffusion can occur, and we want the gas exchange to occur as quickly as possible, so when you're working hard and the muscles need more oxygen, this can be provided.

Because blood needs oxygen and thats where it gets the most of it