Three possibilities come to mind:
Is there an evolutionary purpose?
Does it arise as a consequence of our mental activities, a sort of side effect of our thinking?
Is it given a priori (something we have to think in order to think at all)?
EDIT: Thanks for all the responses! Just one thing I saw come up a few times I’d like to address: a lot of people are asking ‘Why assume this?’ The answer is: it’s purely rhetorical! That said, I’m happy with a well thought-out ‘I dispute the premiss’ answer.
This is the problem of original intentionality. There are studies on it, for instance they found that with an mri they can detect when you have come to a decision before your conscious mind realizes you have. Some processes in our brain are outside of our control, because the brain is not just the neocortex but also includes tens of other structures that evolved separately with specific hard-coded purposes, but that doesn’t mean they are not working as a team. I think in any case you are still reaponsible for the decisions you take.