Why do arterioles have a thicker muscle layer than arteries?

As above.

Mainly it's because arterioles are responsible in controlling the volume of blood flowing into the capillaries which is important in regulating temperature.

I'm sure you know about all about this, vasodilation to allow more blood to flow through the dermal capillaries for increased heat loss, and vice versa for vasoconstriction.

Have arterioles lined with smooth muscle allows control over the diameter of their lumen for thermoregulation.On the other hand, arteries don't need to control the amount of blood flowing as much as arterioles need to. Since they originate from the heart and don't deliver directly to the target organ, they will be carrying a high volume of blood and only work to make sure this is transported quickly. That's why they have elastin in their walls as its easier than having smooth muscle. Otherwise the brain will have to keep contracting and relaxing every systole and diastole; yes it's unconscious but its a wasteful process...