Our world has a number of baffling physical features. They include:
a. Quantum superposition
b. Quantum indeterminacy
c. The quantum measurement problem
d. Wave-particle duality
e. Quantum wave-function "collapse”, and
f. Quantum entanglement
g. The Planck length
h. The relativity of time to observers (no single, objective "universal clock").
It's worth noting that physicists commonly recognize that they have "no idea" why our world has these features. Contemporary quantum theory--and extant interpretations of quantum mechanics--describe how quantum mechanics works (i.e. what follows from quantum-mechanical equations), but not why our world has these baffling features.
Explaining the Philosophically Unexplained?
Our reality also has a number of philosophically baffling features. Among them are:
1. The mind-body problem
2. The problem of personal identity
3. The problem of time's passage
4. The problem of free will