The problem here is that you want an explanation that is intuitive and easy for you to grasp. What if the true answer is one that is too hard for you (or maybe any human) to easily understand?
Our brains aren't evolved for understanding the true nature of the universe, they're evolved for reproducing and surviving in a very simple world. We're using re-purposed hardware for a very different task- we shouldn't be surprised that it's difficult.
Absolutely. For survival-to-reproduction -- and for quite a bit more than that -- Aristotle's physics are enough; but they're full of absurdities and strange edge cases when you look at them more carefully. To explain the flight of an arrow, you need Newton... and then you start noticing that Newton has edge cases too.
I don't pretend to understand quantum mechanics, but I'm fine with cheering from the sidelines on that one. Whatever the answers are at that level, they certainly seem to be shaping up to be something deeply unlike our intuitions...
QM does not line up with human intuition at all. It looks like this is a fundamental issue with how the universe works, not a problem with our explanations. And really, that shouldn't be any surprise. There's no reason to expect the universe's workings to match our intuition in any situation that's substantially different from what our intuition evolved in.
MWI may or may not be correct, but an adherent definitely would not say they "don't understand" QM.
The Copenhagen Interpretation has a pretty big theoretical hole in that the condition for when a wavefunction collapse occurs is not defined within the theory itself. Supposedly collapse occurs during a "measurement". Well, what's a measurement? Your measuring apparatus are all made up of matter that supposed to be following the same fundamental physical laws. I think you'd be hard pressed to write a computer program that takes as input a description of all the particles and their wavefunctions and compute when a measurement occurs. In practice, scientists doing calculations under the Copenhagen Interpretation will choose the points in time to perform a collapse so that the calculations match experimental results. This is what I mean when I say that Copenhagen is non-algorithmic. That's a forgivable mistake if you invent your theory before the idea of an algorithm is formalized (as was CI), but today it's not a forgivable mistake.
If you decide to fix the problem with Copenhagen Interpretation by explicitly defining that a measurement is when X happens for some X, then you've allowed for an experiment whose results can differentiate between Copenhagen and Many Worlds. MWI says that different parts of the wave function can affect each other no matter how distant, though the effect size decreases exponentially with distance. So set up an experiment so that X occurs and then be able to measure interference from distant parts of the wavefunction that are either present (in MWI) or not present (in CI). That distinguishes the interpretations via experiment.