In addition to what everyone else said, it is not that much better of an explanation to say what parts of the brain are involved in some behavior than to just say the brain does it, in the sense that it adds little to the ability to make predictions about human behavior, or to understand how different behaviors are connected.
If you asked how a person found his way home, it does not take much away from the mystery of it to say that the hippocampus is involved, compared to saying the brain is involved. It would be useful to know that in order to predict the effect of brain damage, for example, and it is probably an important clue to looking for a more specific explanation, but by itself, it doesn't add much. The way that conscious human decisions emerge from neurons is not well understood in anything like the level of detail needed to answer why a particular person made a particular decision at the level of neurons, or even why people on average are more likely to make one conscious decision than another.
Evolutionary explanations are somewhat easier to come up with, but in the absence of detailed knowledge about how particular genes manifest themselves in particular behaviors through environmental interaction, there is always in principle the possibility that a behavior is a side effect of some gene selected for another reason. Also, evolutionary explanations only really work at the population level. On the individual level, there is always variation, and some of it is always being actively selected against, so evolution will never explain it.