To explain why cognition evolved requires, first and foremost, an analysis of what qualifies as an explanation. In terms of physics, causes are forces and consequences are changes in states of substance. Accordingly, any sequence of events, from photon absorption to focused awareness, chemical reactions to collective behavior, or from neuronal avalanches to niche adaptation, is understood as an evolution from one state to another toward thermodynamic balance where all forces finally tally each other. From this scale-free physics perspective, energy (...) flows through those means and mechanisms, as if naturally selecting them, that bring about balance in the least time. Then, cognitive machinery is also understood to have emerged from the universal drive toward a free energy minimum, equivalent to an entropy maximum. The least-time nature of thermodynamic processes results in the ubiquitous patterns in data, also characteristic of cognitive processes, i.e., skewed distributions that accumulate sigmoidally and, therefore, follow mostly power laws. In this vein, thermodynamics derived from the statistical physics of open systems explains how evolution led to cognition and provides insight, for instance, into cognitive ease, biases, dissonance, development, plasticity, and subjectivity. (shrink)