If everything in the physical/material realm is maya (illusion) brought about by ignorance, then why is there even such thing as ignorance to begin with?
Nobody gives a straight answer to that question. No scripture, no saint, no avatar ever explained why all this. Why material world, why suffering, why ignorance... what is the bottom line?
Abrahamic religions struggle with the problem of theodicy, If there is suffering, then God is either not omniscient, and/or not all-powerful and/or not all-good. Christianity suggests that Satan is the root of all evil. And why is he like that? Because he abused the free will.
Free will is a convenient and logical explanation. If it is possible for something to happen, and eternity was provided, then some day it will happen.
In Eastern religions, concept of karma resolves the problem of theodicy, but just like in Abrahamic religions, the ultimate question is usually not addressed. If someone asks why we fell from the perfect position, what is the ultimate cause of karma, answer is usually: "no use asking, that is how it is, just be practical and work on your salvation." Which is similar to Voltaire's conclusion in "Candide" - never mind if we live in the best of all possible worlds, "we must cultivate our garden".
The reason for avoiding the straight answer is philosophically intriguing. There must be a good reason for this silence. Your guess is as good as mine... Maybe choice is more perfect option than no-choice, regardless the consequences, and hence the free will. If all this is just a divine play, as someone suggested, then we must have freely entered that play, knowing the consequences. If this was the case, then it is obvious why there was never an explanation - we would all be cursing God daily, for suffering for His pastime, and there would be no salvation, or the way out of the game. Maybe there is no answer at all. Not all "why" questions may have a valid answer. Another ultimate philosophical dilemma comes to mind: why is there anything rather than nothing? Even if everything is Brahman, why does Brahman exist? Or maybe it takes a shift of consciousness, a mental upgrade may be required to understand why. So far, the question remains open.
It doesn't make sense to me because although everything is supposed to be One as nothingness or Pure Consciousness, there is still this separate, distinct trait or quality to the universe that is ignorance. That is a duality.
Brahman is sat-cit-ananda and if everything is Brahman and there is no ignorance in Brahman, then the existence of ignorance collapses the philosophy of Advaita.