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.
Things can be true on different levels and false on others. The earth is locally flat, it is as a whole a near sphere.
I don’t know if we have free will or not, I strongly suspect that physics can explain our minds fully, but I don’t know. At the same time even if physics could fully explain our minds in practice we are so complicated we give the impression that we have a limited amount of free will. So yeah the earth is round but it is easier for us to assume flat most of the time.