Earlier quoted context omitted.
Because they don't. The chain-of-reasoning feature is really just a way to get the LLM to prompt more. The fact that it generates these "thinking" steps does not mean it is using them for reasoning. It's most useful effect is making it seem to a human that there is a reasoning process.
How would you determine humans have reasoning then, in a way that LLMs do not?
Or another way: reasoning is a socially constructed concept, developed by humans. Humans therefore have defined reasoning, and must therefore know how to reason.
Or a third way: I experience reasoning, you experience reasoning. I am currently reasoning. You are currently reasoning. I am human, as are you. Therefore humans reason.