With regards to Sylow's theorems, why are prime numbers so special in finite groups?

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I have recently been introduced to Sylow's theorem. I can't help but think how prime numbers are intimately related to group structure. For example, the fact that a power of a prime number being a divisor of the group's order necessitates the group have a subgroup of the same order is amazing and powerful.

What is it about prime numbers that makes it so? Is there something deeper that I am clearly missing about this apparent connection that prime numbers have with groups?