The term Maya doesn't mean illusion or non-existence. Its what makes us think we are this body-mind complex and hence are limited.
When the Hindu says the world is Maya, at once people get the idea
that the world is an illusion. This interpretation has some basis, as
coming through the Buddhistic philosophers, because there was one
section of philosophers who did not believe in the external world at
all. But the Maya of the Vedanta, in its last developed form, is
neither Idealism nor Realism, nor is it a theory. It is a simple
statement of facts — what we are and what we see around us. Maya is a
statement of the fact of this universe, of how it is going on. Maya
is not a theory for the explanation of the world; it is simply a
statement of facts as they exist, that the very basis of our being is
contradiction, that everywhere we have to move through this tremendous
contradiction, that wherever there is good, there must also be evil,
and wherever there is evil, there must be some good, wherever there is
life, death must follow as its shadow, and everyone who smiles will
have to weep, and vice versa. Nor can this state of things be
remedied. We may verily imagine that there will be a place where there
will be only good and no evil, where we shall only smile and never
weep. This is impossible in the very nature of things; for the
conditions will remain the same. Wherever there is the power of
producing a smile in us, there lurks the power of producing tears.
Wherever there is the power of producing happiness, there lurks
somewhere the power of making us miserable. Thus the Vedanta
philosophy is neither optimistic nor pessimistic. It voices both these
views and takes things as they are. It admits that this world is a
mixture of good and evil, happiness and misery, and that to increase
the one, one must of necessity increase the other. There will never be
a perfectly good or bad world, because the very idea is a
contradiction in terms. (Swami Vivekananda, Jnana Yoga Chapter 3)
Like moths hurling themselves against the flame, we are hurling
ourselves again and again into sense-pleasures, hoping to find
satisfaction there. We return again and again with freshened energy;
thus we go on, till crippled and cheated we die. And this is Maya.
With every breath, with every pulsation of the heart with every one of
our movements, we think we are free, and the very same moment we are
shown that we are not. Bound slaves, nature's bond-slaves, in body,
in mind, in all our thoughts, in all our feelings. And this is Maya.
Everything is rushing towards that one goal, destruction. Our
knowledge, our arts, our sciences, everything is rushing towards it.
None can stem the tide, none can hold it back for a minute. We may try
to forget it, in the same way that persons in a plague-striker city
try to create oblivion by drinking, dancing, and other vain attempts,
and so becoming paralysed. So we are trying to forget, trying to
create oblivion by all sorts of sense-pleasures. And this is Maya.(Swami Vivekananda, Jnana Yoga Chapter 5)