Well,
"Why not" is one way to keep an open mind. Why not this world in a multiverse. Why not this world in a simulation. Why not a simulation within a simulation. Why not a programmer who wrote the code for this world - and how is this any stranger than our other what ifs.
We're human, we don't just operate on facts - we rely on educated assumptions that we make, some of which may be strong enough to translate into belief. This may be driven by evidence, or just our humanly intuition and experiences.
But this is also human: The beauty of science is that it adapts as new evidence is revealed - someone here said this earlier. [No final answer] but rather based on the current evidence, an answer can be formulated that is consistent with the evidence available at that time.
It's human because it depends on our perspective; where we are in time, whether we find the truths (evidence) or not, and whether we are capable of perceiving all truths. Science is continually evolving in our minds - or more accurately, in the collective minds over time. Can the great jigsaw puzzle ever be solved? That's not the aim of science, as it is proud to point out, but it argues that whatever picture we come up with, it's justified as long as it's based on the current collection of evidence - this is a philosophy.
And I'm personally not satisfied with this, as a way of life. Why don't I deserve the truth in its entirety, in my lifetime? You would ask, why do I even question whether I deserve or not? I guess it's a human thing. But for me, as a person, I intuit closest to monotheism. Monotheism provides a framework where anything is possible, but bound by the belief in the Great Programmer who can do whatever he wants. It can work for anyone, regardless of their time and place; and for me as a person fortunate to live in an advanced age, I can accept evolution, because I think it's pretty robust and who am I to question how he creates the world. This for me is more liberating than having to accept whatever picture current evidence is showing - actually, I look forward to witness more development. It's also quite a comfortable position to be in; if science does show that we live in a simulation, that's OK, if it shows that we live in a multiverse, that's cool too.