Fair enough about Quixote, but I've argued that we're all full of illusions since all concepts simplify (see the links below, for instance).

Arguably, moral evil comes from us, but natural evil doesn't. Animals suffer unnecessarily too. There are natural disasters, and there's a luck factor in everything that happens. Does God play dice, like introducing randomness into a controlled experiment?

https://medium.com/original-philosophy/how-understanding-the-facts-makes-all-knowledge-partly-subjective-bda98e29f990?sk=387e9e50b01927fbaae66014e5ed731a

https://medium.com/the-apeiron-blog/saturated-in-fiction-consensus-reality-as-a-web-of-stories-485d6e00f7e7?source=friends_link&sk=a398071fd9f19826fcae2157f85d4474

https://theapeiron.co.uk/mass-hallucination-and-the-dream-of-waking-life-a7520e48ca5d?sk=8f1a9f6e56497a7996cf6f3b6724c135