Three possibilities come to mind:
Is there an evolutionary purpose?
Does it arise as a consequence of our mental activities, a sort of side effect of our thinking?
Is it given a priori (something we have to think in order to think at all)?
EDIT: Thanks for all the responses! Just one thing I saw come up a few times I’d like to address: a lot of people are asking ‘Why assume this?’ The answer is: it’s purely rhetorical! That said, I’m happy with a well thought-out ‘I dispute the premiss’ answer.
I like to look at the illusion of free will as if you’re falling down a pit. You can try to flap your arms or swim, and maybe move yourself a little bit, but at the end, you’re still falling down.
Warning, I came up with this while very high one time, lol, but it’s kind of stuck with me:
Consciousness is a 4-dimensional construct living in a 3-dimensional world. What we experience as the passage of time is just our consciousness traveling/falling along the surface of the 4-dimensional plane/shape that defines our existence.
Feel free to poke all the holes you want in that. lol
There is an old Taoist story about two people floating down a river. One has already decided where he wants the river to take him and is constantly swimming against the current to try to get there, the other just floats along taking in the sights.
They both end up wherever the river takes them, and they both went through the same obstacles and rapids, but when asked how the trip was, one of them is complaining about the whole trip being frustrating and exhausting, while the other had a pleasant time and tells you all about the amazing things they saw on the way.
I love that!
Really illustrates the saying, “go with the flow,” too.
This is basically a spacetime worldline, which is one of those terms that sounds like scifi technobabble even though it’s an actual concept