Nor does anyone else. It’s been said that thinking you understand quantum mechanics is a sure sign that you don't.
That said, I can let go of the notion that we don't know the macro world until we perceive ("measure") it either, so, as the song says, maybe God is trying to tell you something. We are justified in asserting that there is such a thing as physical reality out there, but as to what it is "in itself," we though science was getting us there only to run smack dab into quantum mechanics! Maybe God is trying to tell us something.
But.
Physical reality is out there. As far as the notion that everything is in our minds, that there is no world beyond the mental (wasn't that Berkeley's trip?) I think Schopenhauer said it best when he asserted that "such philosophy finds no serious adhearents outside the madhouse."