“Tell me,” the great twentieth-century philosopher Ludwig Wittgenstein once asked a friend, “why do people always say it was natural for man to assume that the sun went around the Earth rather than that the Earth was rotating?” His friend replied, “Well, obviously because it just looks as though the Sun is going around the Earth.” Wittgenstein responded, “Well, what would it have looked like if it had looked as though the Earth was rotating?”For example, he tells it in this interview, where he attributes it to a play, so it might be fiction. He tells it again here, plugging his latest book.
It is a good story. Just because your data fits your model, you cannot conclude that your model is right. There could be a completely different model that fits just as well.
I am not sure what point Krauss was making. He seems to be saying that the many-worlds theory would look just like the Copenhagen interpretation of quantum mechanics. This is not a great example, because in our world we see more probable events as more likely. In many-worlds theory, there is no known reason for that happening. It is like saying the world is a simulation. It does not look like a simulation unless you also assume that the simulator has replicated natural laws very accurately.