Some people complain that scientists should be wary of assuming everything in their math exists physically in our world. Very right, however, they should be just as careful to assume they know what ‘exists’ means and what can be true based on some notion of what makes sense to them. A good example from physics of crazy math leading to a real thing is that the idea of anti-matter first occurred to scientists only as a theoretical concept because some equation had both a negative and a positive root for the energy of an electron. Everyone assumed the negative root couldn’t possibly be ‘real’…until they discovered the positron which is now used in your local hospital and the smoke detector in your house.
I’m no physicist, but I think it’s inevitable that some form of multiverse explanation for reality will be required to explain the fundamental cosmological questions physics is looking at. One thing I always wonder though is why so often people seem to mean a single, infinitely large universe with all possible events in it as the multiverse rather than an infinite number of separated universes which do not interact. The single approach isn't really a multiverse isn't really a multiverse it just something large enough to disallow communication, seems like a bit of a hack to me. But there could be some good theoretical reason in the physics that this is preferable to the 'parallel dimensions' approach.