You are correct that many say this, but this is a constant source of frustration for me (a physicist who does believe the wave function is the only real thing). These physicists never seem to articulate what then is supposed to actually be “real” (under their definition) or what laws govern the “real” things as opposed to the wave function. Implicit seems to be that there is some kind of separate classical realm that obeys non quantum mechanical laws. Is this separate classical realm to be understood as a macroscopic limit of the quantum realm? But if so then the whole picture is circular since wavefunctions are supposed to be mere bookkeeping devices for classical things.
Or to put this more succinctly, if the wave function is a mere bookkeeping device, then bookkeeping for __what__?
(I should mention that yes I know about QBism and all that and my confusion is not for lack of talking to QBists about such things — I just can’t make heads or tails of what they tell me!)