Large Language Models (LLMs) have recently shown strong performance on Entity Resolution (ER). Additionally, akin to their prowess in providing accurate predictions, these models often generate self-explanations alongside their predictions through prompting. While such self-explanations are appealing due to their negligible computational cost, their actual reliability remains largely unexplored. In this paper, we present the first large-scale systematic evaluation of LLM self-explanations for ER, focusing on feature attribution and counterfactual explanations at both the attribute and token levels. Across three LLMs, ten datasets, and multiple prompting strategies, we show that self-explanations are often unstable, weakly faithful, and poorly aligned with counterfactual evidence, revealing a substantial gap between plausibility and causal relevance. We further demonstrate that established post-hoc explanation methods provide significantly higher trustworthiness, but at a prohibitive computational cost when applied to LLMs. To bridge this gap, we introduce \uncerta{}, a hybrid explanation framework that leverages self-explanations as priors to guide post-hoc exploration. \uncerta{} achieves explanation quality comparable to post-hoc methods while reducing cost by up to an order of magnitude.