Many, perhaps most, people think so - or say so. The idea is that we need to remove the self, destroy or discard the ego - so that the divine may be expressed through us.
The idea that religion is altruism, living for others, is related.
Behind such are assumptions that the ego/ self is the cause of illusion and evil. Get rid of it, and the goodness of God, or reality, can flow through unimpeded.
It is not far from this to the idea that we all ought to be obedient automata, willing servants of the divine-public good; as this is told us by authority. Any dissent is seen as egotism, selfishness.
But on this basis, God created the world badly, in filling it with individual selves. Better not to have bothered at all. Why bother making people if obedient automata are required? Why bother having individuals if they are subordinated to each-other.
The correct understanding is that God hopes for individuals to contribute what each can uniquely bring to the work of creation. God wants our selves and our egos to become divine, or rather to become fully divine - because there is divinity in each and every person, each son and daughter of God.
We should not discard ego, but transform ego to a divine quality. We should not cease to think but begin to transform our thinking by originating thought in this transforming ego.
The real self/ego is good... What is evil are false selves, passively absorbed; materialist and malformed egos that seek pleasurable consumption or prideful domination...
God had a reason to make Men, and that wad so that Men could participate in God's creation, could each individually bring something original to contribute to the developing whole.
For this divine purpose, each Man must be an unique and loving centre of creativity. That's what we should be aiming at... And forget about annihilating the "I".