... I can not find intermediate stages advantageous to them...
That is due to two things. (1) many of the intermediate stages lived in different environments and the evolved system's earlier stage did have advantage to them in that environment. AND (2) you are not well informed about the cases where the earlier stages still exist and are useful.
For example, the eye that humans have, started out as just a patch of skin that was thermally sensitive (light will make heat too but initially it was IR/ heat mainly). - Told the cold blooded creature it should find shade. Then in some snakes, that skin patch deepen into a pit, which help pit vipers find warm-blooded creatures after dark in the desert as their IR radiation was much stronger than that from the sand. Both variation in skin's thermal sensitivity and pit vipers still exist. (I am not saying humans descended via snakes, but only illustrating the the earlier stages were useful and still are to some creatures.)
Then visible light detectors began to replace thermal detection cells in these pits. As light's wave length is shorter a pin hole camera evolved from the pit to form initially crude images in bright sunlight but as the pin hole decreased in size the images got better, if dimmer. No covering to the pin hole. That stage is still seen in the Chambered Nautilus. I.e. it has a pin hole opening to the front of its basically circular cavity eye and sea water does circulate in and out of that chamber as it changes depth in the ocean.
Other creatures soon covered the opening with transparent skin (Most human skin is quite transparent if there is no pigment in it.) to keep dirt etc. out. Then that skin thickened, into a lens, which allowed good images even if the opening size increased again to gather more light - To further this most nocturnal animals added a reflective layer behind the photo sensitive cells - that doubled the chance that a photon would stimulate a photo sensitive cell - For example flash light shining into cat's, owl's etc. eyes will reflect back to you. These night hunters do pay a price for greater sensitivity in that the reflection is not specular (mirror like) but diffuse, so slightly blurs the image. Humans, apes, monkey and other day hunters found that avoiding this loss of resolution was better for them (the sun gave lots of light) so behind their photo sensitive cells is a black film to prevent internal light scattering.
The distribution of photo sensitive cells also adjusted under evolutionary selection to be optimum (as did the shape of the opening, not all are round). For example the eagle needs very high resolution to see the tiny field mouse from 3000 feet up. Part of it high resolution area, the fovea, is circular like humans (but better resolution capacity). However, in the final fraction of a second before it grabs the mouse in a high speed dive, the mouse's image on the retina is rapidly moving in a quasi-linear path. So part of the retina of the eagle retina is Banana shaped, not round and the alignment of that banana is such that the mouse image sweeps along it. You can not follow a fast base ball seen from the side as the angular rate of change is too great to track, but the eagle can cope with even faster angular rate of change in image position.
Nature has invented the eye many times. For example the octopus has a better than human eye. Its retina is in front of the optical nerves and blood vessels not behind as is the humans. There is a tiny slow moving insect that has only one photo sensitive cell mounted on an internal to the eye ball "stick". There are mussels with fibers connected to that stick which can bend it in a regular pattern. I.e. it scans the image and assembles the "picture" Some lizards do something like this and need not have each eye collecting light from the same source at the same time. The location of the eye has also evolved to suit the owners needs: Carnivore have them close together forward looking with large overlap in the field of view (for good depth perception) Prey animals have the eyes on side of the head with little or no mutual over lap as 360 coverage is more important to notice a hunter approaching.
If you study the eye (I have only slightly) you will find more than a 1000 different version, each a separate branch split off/ evolved/ from at least a dozen independent evolutions of very primitive "eyes" I am sure that the same is true of the other sense organs. Every stage along the way to later designs was useful to its owner for thousands of years as the eye, co-evolved with the creature. In some cases, like the chambered Nautilus, the deep sea environment where it lives has not changed in more than a million years so it has not evolved and its eye serves it well still just as it did a million years ago.
BTW human eyes are evolving now. The green photo sensitive cells in part of the population use a slightly different molecule than those in the rest of the population. There is a slight difference in their photo sensitivity vs wave length curves. Presumably the new one, which is more different from the blue sensitive cells, will provide better color detection capacity and in thousands of years will be come the more common one. When everything else is equal, then even tiny advantage can be selected for. However, as red light passes thru smog better, perhaps the red detectors will increase relative to the blue and green ones. Evolution does respond to environmental changes. This has been demonstrated repeatedly in controlled experiments*
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*One very impressive one was done in Brazil: Briefly some tiny fish that were prey to larger fish lived below a water fall and were transported above it. Twenty years later they were larger and became fertile more than a year later and laid many more eggs. Below the water fall it was necessary for them to lay a few eggs ASAP (in the their first year) as they soon would be eaten, but more eggs later worked better above the falls.