We know the self is constructed because it can be so easily deconstructed — through damage, disease, and drugs. It must be an emergent property of a parallel system processing input, output, and internal representations. It’s an illusion because it feels so real, but that experience is not what it seems. The same is true for free will.
Although we can experience the mental anguish of making a decision… the choices and decisions we make are based on situations that impose on us. We don’t have the free will to choose the experiences that have shaped our decisions.