The thing is, most golfers would give up the game if they stopped conning themselves. In their heads they are the player who made that perfect approach to the 16th green, rather than the player that hit only two fairways during the round. In reality, they are much more the latter than the former - but were they to acknowledge that fact, they'd have to quit because they lack either the time, or the inclination, or both, to put in the effort required to change.
And there's nothing wrong with that. It's a game. If you don't intend to make your living at it, it's perfectly OK to have fun and pretend to ypurself that you're not hopeless. After all, most people believe they are above average when it comes to driving a car. We all know that's not true. Overestimating one's ability to drive a golf ball is trivial, by comparison.