Our models, even if correct, are underdetermined to the point that they cannot completely explain everything. Therefore, there's something else.
Again, that's the realist approach. The minimum one can state is much less certain than that: all we know for certain is that carefully repeated experiments produce expected results. Period. Full stop. Why they produce expected results (e.g. because there is "something else" that you want to call the territory) is already a model. It's a better model than, say, Boltzmann brains, but it is still a model. The instrumental approach is to consider all models giving the same predictions isomorphic, and, in particular, all experimentally indistinguishable territories isomorphic.
It's on par with cogito, ergo sum. I don't know everything, therefore something else exists. I don't feel obliged to cater to people who are unwilling to go along with this.
http://www.scottaaronson.com/blog/?p=1103
Eliezer's gung-ho attitude about the realism of the Many Worlds Interpretation always rubbed me the wrong way, especially in the podcast between both him and Scott (around 8:43 in http://bloggingheads.tv/videos/2220). I've seen a similar sentiment expressed before about the MWI sequences. And I say that still believing it to be the most seemingly correct of the available interpretations.
I feel Scott's post does an excellent job grounding it as a possibly correct, and in-principle falsifiable interpretation.