That's sort of a simplification. It's a long story. We can choose to think of it like that from the perspective of a single observer though, I believe.
That's sort of the wrong question because I can choose to ask it about inertia. We have no idea what causes inertia. It's just because. Now granted, we can actually observe inertia. The main criterion for the multiverse theory has to be that it makes measurable predictions (and it does as it makes the same predictions as standard QM) and that it makes the theory simpler. The latter is what would distinguish it since the other universes would be fundamentally unobservable. I'm just getting up to actual calculational speed with QM so I cant really comment but the feeling among its supporters does seem to be that it does that.
It is weird that one can fire a photon through a double slit and have it interfere with itself though, is it not? If they go through one at a time it still happens. That's pretty ridiculous. If there were one for each universe where that photon was at the starting point of the experiment though, then it sort of makes sense to think of them interfering with each other. It's a particle in this universe and a wave across the multiverse.
Lots of unanswered questions though.