Brilliant question. The next question we could also ask is: Were we (or anything) ever born?
One description of Awareness, the Self, or God is ‘the Unborn’. Not only is unborn awareness a teaching in Buddhism, but it is also an epithet of Lord Shiva.
"The Real does not die, the unreal never lived." ~ Nisargadatta Maharaj
“The dead are not alive, and the living will not die.” ~ Jesus
"Mindfulness is the path to the Deathless. Heedlessness is the path to death. The mindful do not die. But the heedless are as if dead already." ~ Buddha
The meaning of illusion is that it isn’t real. It is something that is not. Reality is as it is, always. Yet things appear another. Therefore it is said that you as Awareness are Unborn. In the appearance of rebirth, nothing is happening, which is the definition of illusion.
So what is it that is getting reborn? How is it different from the rebirth of dreaming anew every night?
These sorts of questions are worth fascinated contemplation.