They don't. Atleast not all the time anyway. A lot of upscaling and dynamic resolution trickery is used by consoles to get heavy games like Warzone 2 to run at "4K". PC games have these options too with tech like Nvidia DLSS. Rendering the game internally at a lower resolution and then using AI to help upscale it back to 4K, with varying degrees of quality. Some people won't notice the differences compared to native 4K, others will.

So it's not a guaranteed "true" 4K with every game on consoles. But even when upscaling tricks are used, it's close enough for most people.