I quite like Bob Trivers' self-deception theory, though I only have tangential acquaintance with it. We might anticipate that self deception is harder if we are inclined to recognize the bit we call "me" as caused by some inner mechanism, hence it may be profitable to suppress that recognition, if Trivers is on to something.

Wild speculation on my part, of course. There may simply be no good reason, from the point of view of historic genetic fitness, to be good at self analysis, and you're quite possibly on to something, that the computational overhead just doesn't pay off.