So far we haven't found anything contradictory with the results provided with option one. So while it is not proven, because they are really out of the realm of our current technological or even mental/physical capacity, it remains the leading candidate by far. And it should be treated as the right one, until new data comes along that disproves it.
Option 2 and 3, really break everything, and we have no data to backup the theory. Only that it is within the realm of possible , not plausible.
Also it is very different saying. "Quantum Theory is a bunch of BS", vs saying "i don't agree with the current leading theory explaining Quantum entanglement".