"It's been demonstrated experimentally that you can't have a local, deterministic, real, definite theory (i.e. that would lead to demonstrably false conclusions). People intuitively expect all of those things to be true, but we can prove that it isn't the case. The various interpretations all try to give up one of "local", real", "definite", or "deterministic" in order to preserve the others, thus preserving at least a modicum of their intuition.
The pilot wave idea gives up on locality"
And I will add:
Multiple worlds gives up on definiteness.
"Zero worlds" (my personal favorite) gives up on realism.
And, of course Copenhagen gives up on determinism.
Take your pick. Or go with decoherence, which kind of lets you turn a knob to give up a little bit of all four and dial in whatever setting you like.