This question or it’s variants recur often on Quora. Its answer has two parts:

1. Jellyfish of today appear unchanged from those of ancient eons because their environment has been stable. At a biochemical/genome level they probably have undergone significant speciation.
2. No brains? Beg your pardon, but Jellyfish do have a nervous system.

Jellyfish have more going on than than they are usually given credit for, both in regards to behavior and to their nervous systems.

*The traditional view of the cnidarian nervous system is of a diffuse nerve net that functions as both a conducting and an integrating system, this is considered an indicator of a primitive condition…However, in most jellyfish, an argument can be made for the presence of centralized nervous systems that interact with the more diffuse nerve nets. Journal of Experimental Biology (Do jellyfish have central nervous systems?)

They can exhibit some complex behaviors as well as circadian rhythms.

(What's on the mind of a jellyfish? A review of behavioural observations on Aurelia sp. jellyfish.)

Jellyfish nervous systems (Jellyfish nervous systems)

http://greenspanlab.ucsd.edu/documents/1-s2.0-S096098221300359X-main.pdf (http://greenspanlab.ucsd.edu/documents/1-s2.0-S096098221300359X-main.pdf)

Jellyfish nervous system myth busted (Jellyfish nervous system myth busted)