The word “illusion,” carries with it a sense that we are not experiencing the “real” world because we only perceive a false or illusory world. So it carries the sense that we have made a mistake and fallen into this illusion, or false world. That is not true.
While our perception technically can be considered an illusion, it is an illusion of our own creation that fulfills the purpose of our souls in this sphere of existence. That is why we are here, to fully experience this illusion or perception of duality. I prefer to use the term, perception, because it does not connote something unreal and of no value, as the term illusion connotes.
It has been said that if we escape this illusion, then we go to the “real” world. But if we leave the earthly illusion, we go to the afterlife, which is itself an illusion or perception. We only leave this perception when we have completed our work in this sphere of existence, realize that it is time to go, and find our way out.