Note that you are demanding something impossible: you are demanding a "physical" explanation, but what you seem mean by "physical" is "something that I can intu

Note that you are demanding something impossible: you are demanding a "physical" explanation, but what you seem mean by "physical" is "something that I can intuitively understand with my preconceived notions". But nature doesn't care whether the reality fits your intuition or not! The wave-function – a model that fits the data – is defined mathematically, and by Occam's razor, anything "fluff" added to it that makes it "easier to grok", makes it _further_ away from an actual explanation of reality.