The question Why do we use language?” seems hardly to require an answer. But, as is often the way with linguistic questions, our everyday familiarity with speech and writing can make it difficult to appreciate the complexity of the skills, we have learned. This is particularly so when we try to define the range of functions to which language can be put.
There is little scientific data on the point, but evidently people do speak to themselves.
Language may not determine the way we think, but it does influence the way we perceive and remember, and it affects the ease with which we perform mental tasks.