It seems to me that we must make a distinction between what is "objective" and what is "measurable" in discussing the question of physical reality, according to quantum mechanics. The state-vector of a system is, indeed, not measurable , in the sense that one cannot ascertain, by experiments performed on the system, precisely (up to proportionality) what the state is; but the state-vector does seem to be (again up to proportionality) a completely objective property of the system, being completely characterized by the results it must give to experiments that one might perform.
Roger Penroseour present picture of physical reality, particularly in relation to the nature of time, is due for a grand shake up
Roger PenroseAs you say, the way string theory requires all these extra dimensions and this comes from certain consistency requirements about how string should behave and so on.
Roger PenroseAnd these little things may not seem like much but after a while they take you off on a direction where you may be a long way off from what other people have been thinking about.
Roger Penrose