You don't have to assert anything with certainty to avoid not adding in additional and unnecessary components to explain something you're observing. Adding some imagined signal from some unknown location that is transmitting to some unknown receiver in every brain is a lot more complicated than just sticking with what is already contained within the skull.
We can already affect consciousness with chemicals, which suggests that our internal chemistry plays a role in consciousness. Doing that for me doesn't affect everyone else, which also suggests that we aren't all conscious by the same linked mechanism.
It isn't logical to make an explanation more complex than it needs to be. Then you have to start addressing a whole new set of problems, like where is the signal coming from? What is sending it? How did that get there? When you could just instead stick with what we can actually observe right now. We already have theories that may not be 100% accurate but also don't add additional complexity for no reason.