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.
Do you forget every conversation as soon as you have them? When speaking to another person, do they need to repeat literally everything they said and that you said, in order, for you to retain context?
If not, your brain does not work like an LLM. If yes, please stop what you’re doing right now and call a doctor with this knowledge. I hope Memento (2000) was part of your training data, you’re going to need it.