Deceived by invisibility
The Newlyn-Phillips machine is an analogue computer for calculating the value of certain macroeconomic variables when other such variables are changed. It is a hydraulic machine that circulates colored water through a series of pipes and valves:
If you showed a bunch of people this machine in operation, and then asked them, "So, this machine sure knows a lot about the macro-economy, doesn't it?" I'd bet most would reply, "What? It's just a bunch of water running around in pipes. It's only humans who interpret the levels as economic aggregates." In fact, it is entirely possible (albeit unlikely) that someone built a machine that functions identically, but is actually used to flush clean some manufacturing equipment or run a fancy bathroom. In those cases, no one would even imagine that there was anything to do with macroeconomics going on.
But once the parts of a machine of essentially the same type are hidden in tiny microchips, and the machine circulates electrons instead of water, many people act like a cargo cult, willing to attribute to the machine powers like "knowing" how to play chess.
UPDATE: This post is not meant to prove that computers don't think. Perhaps they do, for all I know! It just shows we have no more reason to believe they do than we have to believe the Newlyn-Phillips machine thinks about macroeconomics.