However I'm not sure what you're saying he's saying differs from what I'm saying he's saying. In both cases, the basic argument is that since we don't understand physics and we don't understand quantum mechanics then they might be related.
Now, that's not a conclusive proof that they're related but it might be true. If you look around the office and note that everybody is here except Alice and Bob, then you could hypothesize that maybe Alice and Bob are off somewhere together in a stationery cupboard smooching. On the other hand, maybe they're independently missing for totally different reasons. Personally I think Bob is at home with a cold and Alice is visiting her grandmother in Keokuk, but if Penrose wants to start flinging stationery cupboard doors open to look for them then that's fine with me.
(I may have overdone this analogy.)