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.
Just going to throw out a really good read: Determined by Robert Sapolky. (Behave is also really good.)
He doesn’t really convince me of the core thesis that free will doesn’t exist, or that some of his proposed changes to the legal system to “recognize the absence of free will” in the second half are good courses of action, but he does do a great job of demonstrating what makes us tick from a variety of lenses, how much environmental factors play a role in behavior, and generally arguing to approach people with more empathy and recognition that we might be more like them in a similar situation than we think.
(It is heavy. It’s long and goes into some depth on different fields. But he lays out the main ideas you need to know and doesn’t assume that much knowledge, just a will to learn.)
Behave is incredible.
I read a fucking lot of books about what makes us tick. Behave is (tied for) my favorite. He does actually hint down the determinism path a little in behave, but he goes all in on Determined.
I would still probably generally recommend Behave over Determined, but Determined is directly relevant to the OP.