It’s an illusion in the way that all of what we think are our voluntary thoughts are results of extremely complex processes in our brains. There is a recent article in The Atlantic magazine that summarizes some of the recent research: https://www.theatlantic.com/health/archive/2019/09/free-will-bereitschaftspotential/597736/ That article indicates that it is still unclear as to whether our subjective reports of making decisions coincide in time with the brain activity that correlates with those decisions. Yet it is still clear that our voluntary decisions result from long chains of antecedent events and activities in our brains, until some neural event triggers a decision that results in action.

We may think we have free will to make our decisions, and subjectively we do. But until those decisions result in corresponding actions, they are, at best, intentions. I may have “free will” to decide to stop smoking, but unless I actually do stop smoking, that “free will” is an illusion. Some people make that same decision over and over again, without success.