There is an infinity of mysterious things one could posit, including an infinity of mutually incompatible mysteries. How do you decide which mysteries are worthy of consideration?
Personally, I think starting with things are known to exist, which have a physical basis, is a great start, and untestable assumptions should be kept to a minimum. Just because it would be delightful to contemplate that ornately feathered technicolor quantum unicorns are actually underlying all of reality, it isn't productive to consider until there is a reason to.
Penrose is no doubt a genius of high order in his domain, but consciousness is not one of his domains. Saying consciousness is the result of quantum effects in microtubules explains nothing -- it is just a very tiny rug which one could imagine is hiding the truth, as all the larger scale hiding places have been inspected and found lacking.
You'd think that with the stunning (and mostly unexpected) success of LLMs would expose the fact that simple, soul-free, mechanistic computations can produce some really amazing capabilities. The human brain is orders of magnitude larger than GPT4, plus it has a wildly more complex architecture than today's neural networks. To me, it takes little imagination to see how everything could be explained in purely physical terms.