The theory is based in observable reality (since there is nothing else to base a theory on,) so when it projects something that does not explain or seem compatible with observable reality, it calls itself into question.
There is being open-minded, and there is intellectual masturbation. If you observe something in the sky that is flying in quick irregular movements, you can derive all sorts of interesting, possible, perhaps even correct theories about new NSA drones, perhaps based on massive amounts of "inside information" and other evidence. There is some fun and value in this, and on rare occasions such thinking may be correct. It's not wrong to speculate wildly, but it's also not likely to yield the answer unless you constrain your answer to something with reasonable implications - such as that you are not on the Truman Show, because while that may be true, I think most of us agree it's less likely than other theories. Most of us would conclude it's probably a bird, or a plastic bag, and most of the time we'd be right.
All scientific theories are based at some level on observable reality, and an infinite number of theories could be derived from a given observable reality. Evolution and solar orbit had the benefit of providing simple explanations with observable and provable implications. Boltzmann wants us to believe that every possible reality exists simply because it is the logical result of some of the leading theories of the day. That does more for me to disprove the theories than prove their implication.
If one has two theories: theory A implies all possibilities exist in infinite time, theory B implies one reality exists in a single universe - all other things being equal, which one would you find more likely to be true?
I'd say we need a theory B.