The ethical implications of a statement and its truth are largely orthogonal concepts. That we are biological machines and that free will is an ill-defined concept (making anything having it impossible as it currently stands) may have ethical implications we don't like, that does not make them less or more true.
I have a sense of free will sure. I have the impression I make choices. But closer examination reveals that the only way to make sense of this is to define me as the state of my brain and body and then define my choices as being the consequences of me being me. If my brain were different, that is, if I were not me I would do something different, but it is what the configuration of my brain is (with some random chance I have no control over) that determines the actions I take. In this sense me being myself makes choices. But this is very, very far from what most people mean when they say free will. Unfortunately no one has ever been able to give me a clear definition of what this other kind of free will is.
On the above world view we are always trapped in a cage, the laws of nature, the laws of physics bind us tightly at all times and free will is little more than a delusion.