Ultimately, why should we believe the mathematical universe hypothesis? Perhaps the most compelling objection is that it feels counter-intuitive and disturbing. I personally dismiss this as a failure to appreciate Darwinian evolution. Evolution endowed us with intuition only for those aspects of physics that had survival value for our distant ancestors, such as the parabolic trajectories of flying rocks. Darwin's theory thus makes the testable prediction that whenever we look beyond the human scale, our evolved intuition should break down.-- from Mathematical cosmos: Reality by numbers by Max Tegmark.
We have repeatedly tested this prediction, and the results overwhelmingly support it: our intuition breaks down at high speeds, where time slows down; on small scales, where particles can be in two places at once; and at high temperatures, where colliding particles change identity. To me, an electron colliding with a positron and turning into a Z-boson feels about as intuitive as two colliding cars turning into a cruise ship. The point is that if we dismiss seemingly weird theories out of hand, we risk dismissing the correct theory of everything, whatever it may be.