It obviously is and we know why it exists: it's part of what makes a human brain smarter. If a brain does not know that it exists (or worse, that other things exist if we're not even talking about self-awareness), it is a stupider brain because it can not analyze itself in relation to other subjects. No supernatural capacity is needed to understand it, just the fact that without consciousness we would not be smart.This presumes that consciousness is fixed within matter.
(and being smart happened to be naturally selected as more effective at the time)