I have a saying that takes a minute to grasp, “There’s only one Universe; that’s why it’s called that.”
It goes along the lines of why the God of most religions cannot exist: if it is ‘super’natural, that means it is outside nature, and therefore, doesn’t really exist.
“And God vanished in a puff of logic.” -The Hitchhiker’s Guide to the Galaxy
There are things we can find and explain, and things we can’t explain…yet. That doesn’t mean we have to use language that is meaningless and senseless.
This isn’t just semantics, but it is semantics-related. It’s important that we understand the details of our own language use because language affects how we think about the models in our heads and on paper. If we start making alternate models of nature to explain things that are actually part of it, then we aren’t actually doing science anymore: we’re philosophizing with math window dressings. Any hidden ‘universe’ is really just part of the natural one, so we need better language to explain it and think about it. (Someone really needs to work on the language of nuclear physics, too.).
There are plenty of problems to work within the model we know until we know enough to extend our understanding of the next things. Sometimes we make a leap and it works. That’s great and fun and surprising! It’s just not actually science as much as lucky guesses (Feynman science). They’re part of science, too, just not the part with the dull work of bureaucracy that is needed to sort all of the different labels and files (and ex-wives’ and Greek god names) into coherent descriptive models.
Seeking alternate universes is still an adolescent vision. We haven’t reached science puberty yet (understanding our own place in the world and its underlying usefulness, let alone why we are killing it for money), so jumping off into another universe model is just escapism from all of the things we drove past at 100kph on our way to a job to pay for a car to drive to a job.