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We can mean two things by "existing". Either as "something exists inside the universe", or "something exists on the level of the universe itself"(For example, "universe exists"). These things don't seem to be the same.
Our universe being a mathematical object seems to be tautology. If we can describe universe using math, the described mathematical object shares every property of the universe, and it would be redundant to assume there being some "other level of existence".
One confusion to clear up is some sort of super-universe where our universe exists as a block. This is result of mixing up two different meanings of "existing", imagining the need for even grander framework of which our universe is a part of.
If we take the mathematical model that produces the universe, and look into it, we notice that a engine called "brain" exists within it. If we try to think what would it be like to "be" that brain, result would be what we experience now.
Our experienced world being a simple counterfactual, thought experiment, "what-if" or a world that could've been seems counter-intuitive because our experienced world is "concrete", but this is just a result of confusing different levels of existing.
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Some thoughts I've encountered and found interesting