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.
Simple: We cannot predict the future. If you don’t know what’s going to happen nor whether it is being controlled, you do not know whether your actions are predetermined. Every movement you make might be the result of universal programming. What I’m typing, have sent, and you are reading might be the sequence of events that was always supposed to happen.
Free will is, IMO, as unknowable as whether an almighty being exists. That “almighty being” might have created this existence, but might also exist in its own realm that was created by another “almighty being”. The chain might be infinite and it might not be. Asking these questions is like asking “can we reach infinity”.