Consciousness and free will are two different things. Free will is an illusion - basic physics should tell you that the molecules in your head can no better bend the laws of physics than the molecules in a brick.

Our brains are all about prediction - ability to predict (based on past experience) what will happen in the future (e.g. if I go to X I will find water) which is a massive evolutionary advantage over just reacting to the present like an insect or perhaps a fish.

Consciousness either evolved for a reason, or comes for free with any brain-like cognitive architecture. It's based on the brain having connections giving it access to its internal states (thereby giving us the ability to self-observe), not just sensory inputs informing it about the external world. The evolutionary value of consciousness would be to be able to better predict based on the brain having access to its internal states, but as noted it may "come for free" with any kind of bird or mammal like brain - hard to imagine a brain that somehow does NOT have access to it's own internal states, and would therefore NOT be able to process/predict those using it's cognitive apparatus (lacking in something like an LLM) just as it does external sensory inputs.

Of course consciousness (ability of the brain to self-observe) is responsible for the illusion of having free will, since the brain naturally correlates it's internal pre-action planning ("I'm choosing between A or B ..." etc) with any subsequent action, but that internal planning/choice is of course all a function of brain wiring, not some mystical "free will" coming in and bending the laws of physics.

You and your dog both are conscious and both experience the illusion of free will.