The physical differences between men and women are certainly no illusion - at least they weren't the last time I looked!
Apart from the physical - do I think that men and women are different? I think I do. Fundamentally different. I cannot offer any scientific explanation, although I'm sure if you search you will come up with loads - but from my experience as a woman, a wife, mother and grandmother of both boys and girls, I have been astonished at times to see how different they are! Especially, I have to say in the way they think and consequently behave!
I'm aware that there are many psychologists and behavioural scientists who disagree and put it all down to conditioning or something else - and can site proof/examples - and I respect their views - but still disagree.
It is no illusion. Males and females are different.