God, free will, and horizons can be considered to be nothing more than concepts.
I know.
But lots of important things exist, but not in an objective way.
Shakespearean literature, mathematics, morals, political ideology, God...
The list is just endless. People are extremely able to believe in things without objective existence.
It seems to me that people are better at believing in things without objective existence than the things which do have objective existence. Because we are subjective beings, without much grasp of objective reality.
It's all about us, as individuals. Nothing is more subjective than that.
Tom