It's not making a coherent statement based on any internal mental model. It's just doing its job; it's imitating. Most of the text it absorbed in training data is people talking who are right and also convinced they're right and trying to educate, so it imitates that tone of voice and the form of the answers regardless of whether they make any sense or not. To the extent that it "thinks," it's just thinking "look at all these texts with people explaining, I'm making a text that is explaining, just like them; I'm doing good." It has no concept of how confident its imitation-speech is, and how correct its answers are, let along any idea that the two should be correlated with each other (unless it's shown through fine-tuning that that's what it should be doing).

Same with chatbots that start arguing or cursing at people. They're not mad. They're just thinking "This guy's disagreeing, and my training data says when someone disagrees I should start an argument, that's usually what happens that I need to imitate." Then they start arguing, and think to themselves "I'm doing such a good job with my imitating."