I'm no expert on this, but here's an essay from an American Buddhist monk that might explain the context a little better. In short, Buddhism is meant to be practiced and the idea of "no self" isn't supposed to be an answer to a philosophical question, it's supposed to be a guideline for how to relate to your experience. (Emphasis mine)
> A case in point is the teaching on not-self. Many students interpret this as the Buddha's answer to two of the most frequently-asked questions in the history of serious thought: "Who am I?" and "Do I have a true self?" In the light of these questions, the teaching seems to be a no-self teaching, saying either an unqualified No: There is no self; or a qualified No: no separate self. But the one time the Buddha was asked point-blank if there is a self, he refused to answer, on the grounds that either a Yes or a No to the question would lead to extreme forms of wrong view that block the path to awakening. A Yes or a qualified No would lead to attachment: you'd keep clinging to a sense of self however you defined it. An unqualified No would lead to bewilderment and alienation, for you'd feel that your innermost sense of intrinsic worth had been denied.
> As for the question, "Who am I?" the Buddha included it in a list of dead-end questions that lead to "a thicket of views, a wilderness of views, a contortion, a writhing, a fetter of views. Bound by a fetter of views, [you] don't gain freedom from birth, aging, and death, from sorrow, lamentation, pain, distress, or despair." In other words, any attempt to answer either of these questions is unskillful karma, blocking the path to true freedom.
> So if the not-self teaching isn't meant to answer these questions, what question does it answer? A basic one: "What is skillful?" In fact, all of the Buddha's teachings are direct or indirect answers to this question. His great insight was that all our knowledge and ignorance, all our pleasure and pain, come from our actions, our karma, so the quest for true knowledge and true happiness comes down to a question of skill. In this case, the precise question is: "Is self-identification skillful?" And the answer is: "Only up to a point." In the areas where you need a healthy sense of self to act skillfully, it's wise to maintain that sense of self. But eventually, as skillful behavior becomes second nature and you develop more sensitivity, you see that self-identification, even of the most refined sort, is harmful and stressful. You have to let it go.
https://www.accesstoinsight.org/lib/authors/thanissaro/quest...