To say that consciousness does not "actually exist" is the same kind of statement as saying that a car does not really exist. Certainly I drive something I call a car to work every morning. I have direct experience of this too. And yet, cars don't really exist at fundamental levels of reality, they are merely aggregates of more fundamental types of matter.

And so it is with consciousness. We certainly have consciousness, but to then immediately assign consciousness special ontological status distinct from matter, ie. dualism at worst or panpsychism at best, is a huge leap that requires justification.