Right that is what AI-phobics don't get.
The AI can not have a goal unless we somehow program that into it. If we don't, then the question is why would it choose any one goal over any other?
It doesn't have a goal because any "goal" is as good as any other, to it.
Now some AI-machines do have a goal because people have programmed that goal into them. Consider the drones flying in Ukraine. They can and probably do or at least will soon use AI to kill people.
But such AI is still just a machine, it does not have a will of its own. It is simply a tool used by people who programmed it to do its killing. It's not the AI we must fear, it's the people.