There are some things you can do better on instinct and some things you need to be conscious.

Shooting penalty kicks falls into the former. Organizing the soccer match into the later :)

Even on the instinctual level, you need consciousness to hone your instincts. For example things like physical therapy or even athletic training are conscious interventions to reshape your instinct. The best penalty kickers in the world likely made a conscious choice at some point to practice these kicks until their good form became habitual.

To put it in computer terms : it's the same reason why we have task-specific hardware and general purpose hardware and software. The more a task reoccurs, the more you benefit from a device dedicated to the task. And the more heterogeneous your workload is, the more you benefit from broadly defined non-specialized capabilities.

In that respect, the beauty of the human brain is that it can go from one to the other depending on your habits.

Blindsight by Peter Watts for a fun book in this direction.