The direct views of the objects and their mirror images generate quite different interpretations of the 3D shapes. They look like vertical cylinders, but their sections appear to be different; in one view they appear to be rectangles, while in the other view they appear to be circles. We cannot correct our interpretations although we logically know that they come from the same objects. Even if the object is rotated in front of a viewer, it is difficult to understand the true shape of the object, and thus the illusion does not disappear.
[update] This guy reverse engineered it and explains the illusion: