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.