The clinical term for this is "anosognosia", which describes a specific physical, neurological inability to be aware of their illness. They literally have damage in their brain which prevents self-awareness. Something like 50% of cases of schizophrenia have some degree of anosognosia as well.

This is a big part of why schizophrenia is so hard to treat. With other disorders like OCD, patients generally do know they are unwell and are willing to accept treatment to improve it. With schizophrenia, patients are often rigidly convinced they are already healthy and refuse to be treated. They are incapable of understanding that they have an illness.