Because, morals, values, consciousness etc could just be subgoals that arised through evolution because they support the main goals of survival and procreation.
And if it is baffling to think that a system could rise up, how do you think it is possible life and humans came to existence in the first place? How could it be possible? It is already happened from a far unlikelier and strange place. And wouldn't you think the whole World and the timeline in theory couldn't be represented as a deterministic function. And if not then why should "randomness" or anything else bring life to existence.
It is similar to how human brains operate. LLMs are the (current) culmination of at least 80 years of research on building computational models of the human brain.
Is it? Do we know how human brains operate? We know the basic architecture of them, so we have a map, but we don't know the details.
"The cellular biology of brains is relatively well-understood, but neuroscientists have not yet generated a theory explaining how brains work. Explanations of how neurons collectively operate to produce what brains can do are tentative and incomplete." [1]
"Despite a century of anatomical, physiological, and molecular biological efforts scientists do not know how neurons by their collective interactions produce percepts, thoughts, memories, and behavior. Scientists do not know and have no theories explaining how brains and central nervous systems work." [1]