The way I've usually seen this one presented involves precisely the observation, in that you gain knowledge of the other particle. Of course, saying "because it was always a ~k particle" does not a good explanation make, because that would imply that the resolution of the measurement was somehow predetermined, which is a fancy way of saying that there's a hidden variable.

Not that interpreting all of this to mean that physics is non-local "spooky-action-at-a-distance" is the only viable route, mind.

Consider this: why, exactly, do you believe that when you measure the particle you somehow force it to enter one particular state and therefore the entangled one that's sitting X miles away suddenly enters the opposite one? Are we, humans, sitting outside of quantum mechanics and looking down upon it - and then what we observe is the one true way the world is?

Why would you not, instead, when you measure the particle, entangle the measuring device, and yourself, with the state of the particle? You are, after all, only another part of quantum mechanics the same as anything else.