This paper evaluates the ability of large-scale language models (LLMs) to explain their decision-making processes using self-generated semi-empirical explanations (SCEs). SCEs are explanations that modify inputs to alter predicted outcomes. Our results show that LLMs generate valid SCEs, but fail to generate minimal modifications, providing little insight into the model's decision-making processes. Specifically, when asked to generate SCEs with minimal modifications, they tend to make excessively small modifications that fail to alter the predicted outcomes. Across multiple LLMs, datasets, and evaluation settings, we observe a trade-off between validity and minimality. Therefore, we conclude that SCEs are not an effective explainability tool and can lead to misunderstandings about model behavior. Deploying LLMs in high-stakes situations requires considering the impact of unreliable self-explanations on subsequent decisions.