The sentence itself makes no sense to me. If it's an illusion, then what does "illusion" even mean? Who perceives the illusion?
I'm with you if you want to say that the idea of a metaphysical entity that is separate from the body and not part of physical reality (a "soul"?) might be wrong - i.e. that our conscious experience is fully caused by physical effects, by the interactions of neurons in the brain and all the other machinery there - and that it might not even be an indivisible whole but might be "composed" of different components.
But that doesn't make any practical difference. We're still experiencing the world, have internal thoughts, memories, feelings, etc. Those things exist. In what form they exist is an interesting scientific question, but that's something different from dismissing them completely.