Quantum mechanics with the "many worlds" interpretation explains lots of things: it explains all the same things as quantum mechanics with some other interpretation. But QM (many worlds) has all the same observable consequences as, say, QM (Copenhagen), so "many worlds" as opposed to Copenhagen doesn't explain anything[1].
But how does that mean that intelligent people shouldn't take the "many worlds" interpretation seriously?
Consider two "interpretations" of Newtonian mechanics. One says that the world mechanically obeys Newton's laws. Another says that the world is controlled by incorporeal angels who are very fond of Newton's laws and always freely choose to push the universe around in such a way that those laws are obeyed. These two interpretations have the same observable consequences (namely, a universe in which Newton's laws always hold), but that doesn't make it surprising if intelligent people take the "mechanical" version of it seriously.
Nor, actually, does it make it surprising if intelligent people take the "angels" version seriously. What (at least for me) makes that option hard to take seriously is its gratuitous complexity: it has the same observable consequences as the "mechanical" system but, at least in my view, is vastly more complicated -- if you wanted to describe such a universe completely you'd need to do all the same work as for the "mechanical" version and then go on to set down everything about the angels' nature, personalities, etc.
In much the same way, you might choose to prefer "many worlds" or Copenhagen or some other specific interpretation of QM on the grounds of simplicity. "Many worlds is simplest because it avoids notions of 'measurement' and 'collapse' that do no real work, and just says that everything obeys Schroedinger's equation all the time." Or: "Many worlds is horribly complex because it involves all those extra worlds we never observe."
So if you mean: "The many-worlds interpretation of QM explains nothing more than any other interpretation of QM does, and therefore it's surprising that intelligent people take the many-worlds interpretation seriously", I think that's wrong. But perhaps what you're surprised that people take seriously is some other thing like, e.g., some particular application of the anthropic principle that appeals to "many worlds"?
[1] Actually, that's maybe slightly debatable; it depends on fine details of what you understand by "explain". For instance: any theorem in pure mathematics is logically necessary[2] and therefore has no observable consequences that you couldn't derive without it -- but it still seems reasonable to say, e.g., that a proof that even-length palindromes have to be multiples of 11 "explains" why I've never seen a palindromic prime number with 4, 6, 8, ... digits. So the fact that QM (many worlds) has no extra observable consequences beyond "uninterpreted" QM might not be enough to guarantee that it doesn't explain anything.
[2] Given whatever axioms you start with.