Yeah that's the crux of the matter. How do AI did it? Using already existing math. If we need new math to prove Collatz, Goldbach or Riemman, LLMs are simply SOL. That's what's missing and hype boys always avoid to mention.
An unproved theorem now proved is by definition new math. Will LLMs get you to Collatz, Goldbach, or Riemann? Unclear.
But it's not like there's some magical, entirely unrelated to existing math, "new math" that was required to solve all the big conjectures of the past. They proceeded, as always, by proving new theorems one by one.