A common tech-bro fallacy. We understand exactly what is happening at the base level of a statistics package. We can point to the specific instructions it is undertaking. We haven't the slightest understanding of what "intelligence" is in the human sense, because it's wrapped up with totally mysterious and unsolved problems about the nature of thought and experience more generally.
The fallacy is the god-of-the-gaps "logic" of assuming there's some hand-wavey phenomenon that's qualitatively different from anything we currently understand, just because reality has so much complexity that we are far from reproducing it. You're assuming there's a soul and looking for it, even though you don't call it that.
Intelligence is mysterious in the same way chemical biology is mysterious (though perhaps to another degree of complexity)... It's not mysterious in the way people getting sick was mysterious before germ theory. There's no reason to think there's some crucial missing phenomenon without which we can't even reason about intelligence.
