To explain why we should be structurally rational – or mentally coherent – is notoriously difficult. Some philosophers argue that the normativity of structural rationality can be explained in terms of substantive rationality, which is a matter of correct response to reason. I argue that the psychological phenomena – positive illusions – are counterexamples to the substantivist approach. Substantivists dismiss the relevance of positive illusions because they accept evidentialism that reason for belief must be evidence. I argue that their evidentialist (...) stance would imply that we are caught in unsolvable dilemmas arising from positive illusions. (shrink)