[kgwgk]

It's interesting that you mention thermodynamics. Macrostates are not a real thing. They are a reflection of our lack of knowledge about the precise state of the physical universe. We use a statistical ensemble of microstates, all of which could be the actual one as far as we can tell. In the best case, the true microstate will be included. But thermodynamic properties are not "real", they are a construct.

I don't see the point of the analogy. In statistical mechanics we have to consider all the possible microstates because we don't know which one is real. In the multiverse approach we know what universe is real, so what is the point in keeping all the universes that "could have been but are not" around? We know they are not real! Deriving thermodynamics from statistical mechanics we get a useful theory. What does the multiverse bring us?

The wave function can be interpreted epistemologically, as the expression of our lack of knowledge of the precise state of the universe (v.g. pilot wave theory). But there is no need for parallel universes that we know are not real, if you want to have virtual parallel universes they will be just those that we could be in as far as we know (and one of them will be the true one). The wave function collapse is in that interpretation the fact of narrowing the set of potential universes compatible with the actual one, as we learn more about the universe we live in.