The knowledge of Brahman is not even experiential. You cannot experience Brahman. It also has no substance. That is what I was trying to point out. You think of Brahman as something (in your case substance). Brahman is not a substance and has no substance.
Also, just putting it in my own words, the illusion comes from the paradox that there is even though there (as if) isn't. There's not even a single concept. Existence-consciousness is as if empty. As if not there. And yet, it's all what is. As it is and what I am and you are.
Of course it's incoherent and impossible for reason to grasp. Absolute predates reason, let alone language (that is also why dualism feels so neat, logical, and intuitive, but also incomplete). You cannot reason out true nature of reality, you cannot even experience or perceive it, you can only know it. That is simply a fact.
Oh, and of course our knowledge of individuality is more than common sense or intuition -- however, there is, was, and always will be only one individual. That's the point -- God is directly everything at all times (and then some). What you call individuality can be very easily observed as merely a bunch of processes happening all over the place (that's what Buddhism calls no-self). But to accept that, there is no reason other than to see it for yourself (i.e. meditation, trance, psychedelics, etc.). Of course, you can always avert your eyes and don't look.