Why do you "think" that?
The short answer is: baby steps, everything in baby steps.
Life at any level of complexity did not come together all at once in a sudden process requiring infinitesimal probabilities, but rather in an infinite number of highly probable interactions such that none by itself was especially noteworthy.
That's what the search for abiogenesis is all about -- what sequence of highly probable interactions could produce increasing organic complexities?
As of today nobody knows the full answer, but that's where they're looking.