This isn't true. This is exactly why we have multiple interpretations of quantum mechanics.
But the "no hidden variables" theory is the most popular and well tested theory about whether things have a state before we measure it. And it postulates that they don't.
It's not tested at all
This is what Wikipedia says about hidden variables:https://en.wikipedia.org/wiki/Quantum_mechanics
Many Bell tests have been performed and
they have shown results incompatible
with the constraints imposed by local
hidden variables.