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.
On a sufficiently large billiards table, it does become hard to prove that some balls don’t spontaneously sink themselves.
That is a clever point but I think it also overly simplifies the nature of reality to such a point that it’s not likely to change any minds.