While Quantum mechanics is a field of science, it's often about just studying probabilities and behaviors in things that are very small, and that we don't understand. We can observe the results and map them (and predict them, with some probability), but that's not the same as understanding why it happens. Why does light/electromagnetism behave both as particle and a wave? How the fuck does quantum entanglement work and why? What is the medium or speed at which gravity travels? How can things be in multiple (or undefined) states, at the same time? We get that they are, but not why they are, or how it fits together. For now, we're just observing magic and speculating on why it happens. (Ants pondering an airplane).
Personally, I have guesses/opinions. Like Quantum Entanglement and Gravity-Time distortion are basically other dimensions or where they're leaking in. The fact that "spooky action at a distance" works at all, is because there might be no distance at all -- from another dimensions PoV. But 3/4 dimensional creatures can't fathom 5 dimension phenoms very well. But at this point, that's just religion -- I and others can't prove or disprove it, because we don't understand it enough.