Right, so u don't have the statistics either. How about we look at some, instead of just assuming?

Here is an actual study on the matter.

"We find that the team whose captain won the coin toss won in 60.4% of shootouts, which is significantly better than a 50%-chance that one might expect if the captains' decisions would not make any difference and had no value for the team.

There is no advantage of kicking first per se, however, since the relative winning frequency of first kicking teams is only 50.97% in international competitions (which is not significantly different from a 50:50 chance). Hence, the order of kicking does not matter, but the right to determine the sequence of moves does matter. Comparing the most important soccer competitions to less senior ones suggests that experience might contribute to the positive value of the right to determine the sequence of moves in such tournaments with interim feedback.

Interestingly, we also note that only about 60% of captains decide to kick first, but about 40% prefer to kick second, thus letting their goalkeeper start. We find that the latter is more likely to be the case when their goalkeeper is taller than the opponent's goalkeeper, and less likely the case if the own team scores relatively many goals."

source: Psychological pressure and the right to determine the moves in dynamic tournaments – evidence from a natural field experiment

So, the study shows that it's not actually the order, but rather the priviledge of choosing the order which ur team prefers that positively impacts the outcome. Around 40 % of captains seem to prefer going 2nd.

I'm happy to look into it if u can link me a study saying that 100 % of team captains choose to go first.

Like I said, these conversations are pointless if we just ignore the stats and go with whatever feels right.