I mean, the LLM could do it even without all the HUMAN knowledge that was stealed during training about the Enigma machine?

We are fooling to me, there is no intelligence in these models, they just apply methods that were invented by humans without any consciousness on what they are doing.

You could say exactly the same about humans. Ex nihilo nihil fit. Every human depends on a vast corpus of prior human knowledge to be able to accomplish anything. This doesn't mean they have no intelligence.