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Perhaps the strangest thing about this illusion of control is not that it happens but that it seems to confer many of the psychological benefits of genuine control. In fact, the one group of people who seem generally immune to this illusion are the clinically depressed, who tend to estimate accurately the degree to which they can control events in most situation.
Daniel M. Gilbert Stumbling on Happiness
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Perhaps the strangest thing about this illusion of control is not that it happens but that it seems to confer many of the psychological benefits of genuine control. In fact, the one group of people who seem generally immune to this illusion are the clinically depressed, who tend to estimate accurately the degree to which they can control events in most situation.

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For us, then, life is a confidence trick we must run on ourselves, hoping we do not catch on to any monkey business that would leave us stripped of our defense mechanisms and standing stark naked before the silent, staring void. To end this self-deception, to free our species of the paradoxical imperative to be and not to be conscious, our backs breaking by degrees upon a wheel of lies, we must cease reproducing. Nothing less will do.

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