You converse through electrical signals and muscle contractions, but that will not make you an expert in either.

Similarly, a language model trained to emulate speech, follow instructions, and solve problems will not implicitly have an understanding of its own statistics. The research doesn't back that up and it just doesn't make any sense if you think about it.

The only thing LLM produce that could be considered its "confidence" would be its token logit values, but even that is a sketchy connection.