If an “illusion” isn't real, then what’s so wrong with being “disillusioned”?
the meaning of words change over time and although an illusion is a deceptive impression of reality, to be disillusioned now tends to mean to lose faith in an ideal. there is not necessarily anything wrong with being disillusioned if the ideal was false in the first place. eg the football fan was disillusioned with the running of his club as they were at the bottom of the league.
It means coming to terms with the realisation that you were invested in an illusion. Sure it would be better if you'd never been invested in the illusion in the first place. Objectively, disillusionment its a necessary step in being freed from the lies but subjectively, like Cypher's steak in "The Matrix", illusions can be a comfort if you don't know or care that they aren't real.