I'm hardly an expert, but it seems intuitive to me that even if a problem isn't explicitly accounted for in publicly available training data, many underlying partial solutions to similar problems may be, and an LLM amalgamating that data could very well produce something that appears to be "synthesizing a new thought".
Essentially instead of regurgitating an existing solution, it regurgitates everything around said solution with a thin conceptual lattice holding it together.