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.

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Why are we assuming we don’t have free will? We do. Its not total freedom, our freedom is contingent on existing circumstances, but hard determinism is easily disprovable.

The idea that there is no free will is a mind fuck that keeps you from questioning your reality. You might as well ask, “assuming the earth is flat, why does the stick disappear on the horizon?”

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This is a nice and brief video that I’ve found persuasive. https://youtu.be/eELfSwqJNKU

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Noone believes that people have full freedom with no context, no extenuating circumstances. What makes arguments like this seem convincing is how uncommon it is for people to think dialectically.

Here’s a very good essay that steps through all of the different parts of the problem, and looks at different views historically. https://www.marxists.org/archive/plekhanov/1898/xx/individual.html

To the hard deterministic explanation that “something always came before,” it asks “what is the role of the individual in history?”

This excerpt isn’t a substitute for reading the whole essay but it makes a point pretty concisely:

But let us return to our subject. A great man is great not because his personal qualities give individual features to great historical events, but because he possesses qualities which make him most capable of serving the great social needs of his time, needs which arose as a result of general and particular causes. Carlyle, in his well-known book on heroes and hero-worship, calls great men beginners. This is a very apt description. A great man is precisely a beginner because he sees further than others, and desires things more strongly than others. He solves the scientific problems brought up by the preceding process of intellectual development of society; he points to the new social needs created by the preceding development of social relationships; he takes the initiative in satisfying these needs. He is a hero. But he is not a hero in the sense that he can stop, or change, the natural course of things, but in the sense that his activities are the conscious and free expression of this inevitable and unconscious course. Herein lies all his significance; herein lies his whole power. But this significance is colossal, and the power is terrible.

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