Note, the interpretation I’m presenting is the Theravada Buddhism view interpreted into a western rational framework. There are indeed many forms of Buddhism and I’ll admit I’m unfamiliar with all of them other than Theravada Buddhism.

The self as an illusion though refers to the concept that we as we exist now is ever changing and can’t be kept as some identity as that identity is necessarily not who you actually are. Our memories are not real - just shadows of an experience, and our aspirations are fiction. That does not however mean you don’t exist. You do exist, and as you move beyond the basics of mindfulness and releasing of attachments our role in a broader human experience becomes crucial - loving kindness (metta), and other aspects, are what are suppose to fill that void left by detaching from self and what isn’t. You move from being obsessed with self to becoming a force of goodness in the world by virtue of your existence. This couldn’t possibly be the case if the goal were nothingness and that’s it. This is where karma and other concepts come into play.