I mean, we have formalized simplicity metrics (Solomonoff Induction, minimal description length) for a reason, and that reason is that we don't need to rely on vague intuitions to determine whether a given theory (like wave function collapse) is plausible.

The reason wave function collapse is so surprising, is because not collapsing seems to be the norm. In fact, the best gravimeters are made by interfering the wavefunctions of entire molecules (ref: atom interferometer). We only see "wave function collapse" in particular kinds of operations, which we then define as observations. So, it isn't surprising that we observe wave function collapse—that's how the word "observe" is defined. What is surprising is that collapse even occurs to be observed, when we know it is not how the universe usually operates.