Or they believe all their actions are made by their own consciousness？ :) :) :)
There's also the question whether our decisions are being made by us, ourselves or external triggers only. Let's get an answer to that first.
(https://memegenerator.net/img/instances/64459063/welcome-to-the-matrix.jpg)
ENTER
Heh.
Well, there is also some evidence that suggests free will isn't real. Some of it is scientific, some of it is more philosophical.
One of the easier to grasp arguments against free will is..
Everything we do is reactionary to events outside of our control, and if all we do is react to things outside of our control, we have no control. Sort of just one big chain reaction. Dominoes falling one after the other.
But but.. I can choose to do X or Y! But... can you? Ultimately we all react in a certain way to each event so since you will never have made those other acts, could you really have made them?
Also some say that mathematically it's highly more probable that we are simulations being run on a future (to us) super computer than existing "for real" in the base reality before such a device was made. For all we know, we could be characters in some super detailed futuristic world simulator game that some jackass is playing for a few hours using the fast forward time setting that we are unable to perceive.
If you ask me, how the universe works and how we perceive it can be two different things, and limited as we are I doubt we'll ever be able to understand it all. So if you're squishy fleshy bits can take comfort in something even a potential illusion, go for it. Even if I found out I was a simulation I don't think it would negatively affect me that much.
I think our life(s) follow a kind of destiny. We can do what we want, but we cannot chose what we will. The goal is self-awareness. Life is a dream!