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.
There was a relevant post on Lemmy the other day:
The origin and nature of existence is an epistemological black hole that some people like to plug with “a
wizardgod did it”.The sensation of free will is an emergent property of a lack of awareness of the big stuff, the small stuff, the long stuff, and the short stuff.
Couldn’t it also be argued that our lack of awareness of the big stuff also leaves open the possibility of free will?
On a sufficiently large billiards table, it does become hard to prove that some balls don’t spontaneously sink themselves.
That is a clever point but I think it also overly simplifies the nature of reality to such a point that it’s not likely to change any minds.