Simple rules can generate great complexity. But that complexity only arises when you execute the rules. To do so, you need a physical computer -- a CPU, a brain -- of great complexity. No free lunch.
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It's interesting to consider exceptions. Spin glass systems can have enormous complexity in their ground (and other low-temperature) states. One still needs dynamics to thermalize, but it can be quite generic.
A (related) example is the emergence of fractionally-charged quasiparticles in fractional quantum Hall systems: https://en.wikipedia.org/wiki/Fractional_quantum_Hall_effect … It feels very much like something out of nothing.
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Clearly there's a cognitive disconnect here with regards to how complexity emerges. You don't need to have a complex system to have emergent complex behavior. This should not be a surprise to anyone. This is the very philosophy of connectionism.
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Biological evolution is as we know it a simple mechanism, yet it has created great complexity with regards to life on earth, Granted we don't know exactly how evolution works, but it doesn't have some kind of intelligence that sits behind the curtain manipulating it.
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