There would be no way of knowing if what we perceive as the real world around is indeed real, or just a very clever simulation being imposed directly on our brains in a laboratory somewhere.
Personally, I'll go with the simplest explanation: Reality sucks.
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The mere fact that science may not yet adequately explain an object, event, or experience does not mean the immediate explanation should automatically default to a conspiratorial, extraterrestrial, paranormal, or supernatural cause.