According to Sean Carroll, this is because if you 'buy' the mathematics of the wavefunction, even before collapse you already have to accept "many worlds" at the quantum level. "many worlds" for them simply means superposition/linear combinations. After all, if you already accept "superposition" at the level of quantum states, you don't have to invoke anything new to deal with so-called "collapse", if everything simply stays as superpositions i.e. linear combinations.
Or, in other words, if you assume classical behavior first, and you need to get that out of superpositions at the quantum level, you need wavefunction collapse.
but if you start with superpositions at the quantum level, you already have superpositions, and then classical behavior can simply be derived from locating yourself in one of those superpositions.
Explained this way, "many worlds" doesn't seem so shocking, if you have already resigned yourself to quantum level superpositions.
I think of many worlds as kind of a literal interpretation that quantum superpositions are fundamentally real, as opposed to quantum superpositions merely being a very accurate mathematical model. (Most scientists think QM represents something real instead of some lucky equations.)