Naive finance question: why do stocks have a an exchange they are listed on if they can trade on multiple exchanges and dark pools?

Because it's a regulated industry and exchanges have rules about minimal disclosures companies have to make, etc. 
It's not like a DEX where you can trade pretty much any unregulated token.

Ultrarunner, meme lord, crypto degen and LinkedIn web3 creator growing here from scratch. 48k followers on LinkedIn → https://www.linkedin.com/in/arammughalyan/

but what's weird about a dex is that it still centralizes prices and (sometimes) regulates inclusion...