I think Einstein's point ( which is still valid if you take a spiritual or materialist position) is that the infinite regress occurs because if the chain of causation started somewhere, that beginning has no cause ( from the self or anything.)
For example, For my act of picking up my pipe to be an act of free will, I must have decided to pick up my pipe. However, if I did not decide to consider picking up my pipe *, then no free will exists. So, I must have decided to decide...Unfortunately, that leads to an infinite regress.
* In other words my decision was outside my control.