As always with questions about free will, the answer to this one depends on how one understands free will. If one defines free will as a God-given power, then yes, atheists who accept that definition would conclude that there is no free will. But that's not a very good definition of free will. If one thinks free will requires a non-physical soul, then atheists who believe there are no such souls, would also think there is no free will. Atheists could believe in such souls, however (just not that they are God-given). Some scientists who say free will is an illusion (I call them 'willusionists') seem to think that the materialist worldview that science seems to provide evidence for rules out free will, because they assume free will, by definition, requires non-physical powers.
But I don't see any good reason to define free will as God-given or instantiated only in souls (and some of my work studying folk intuitions about free will suggests that most people agree with me). Rather, free will is the capacity to make choices and control actions such that one can be responsible for one's actions. This capacity is extremely complex (and for a naturalist like me, it's no surprise that it requires something as complex as the most complexly structured thing in the universe, the human brain--indeed, it's hard to see how a soul, whatever that might be, has the right sort of complexity). But I don't think "strange" is the right word for it.
How could the capacity for free will arise without a designer God. Like everything else in the biological world--the process of evolution. Some of the capacities involved in free will, such as the ability to consciously envision various possible future situations, each of which depends on what one chooses to do, were likely selected for directly because of their contribution to survival (and reproduction). Others, such as the ability to consider one's own mental states, such as desires, may have been a byproduct of abilities selected for other benefits, such as the ability to represent other individuals' mental states (the better to see, for instance, if they are trying to deceive you in complex cooperative ventures).
The upshot is that, once we hone in on a useful and plausible understanding of what it takes to have free will, it looks like it can be naturalized in such a way that it does not depend on God or souls.
I should add that the existence of God notoriously raises problems for free will that atheists don't face. If God knows everything we will choose before we choose it--or worse, if God is the cause of everything, including what we choose--then it is hard to understand how we can choose freely or be in control of what we choose.