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.

  • frankPodmoreOP
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    25 days ago

    Thanks for the response! Would it change your answer at all if I had instead asked, ‘Why do we have the idea that we have free will?’

    • bunchberry@lemmy.world
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      25 days ago

      That would seem like more of a question of sociology and history, studying why certain cultures develop the ideas they do, and it probably would not be the same for every culture. Not really a question that I have the proper expertise on to answer.