I liked this article summarizing the current state of science regarding multiverse theories. It's very clear and well-illustrated, and, as far as I know, accurate.
This quote is particularly interesting:
So as appealing as the idea is that there are other Level 1 Multiverses out there with different constants than our own, we have good physical reasons based on observable evidence to think it’s unlikely, and zero good reasons (because wanting it to be so is not a good reason) to think it’s likely.
He doesn't mention why anyone would "want it to be so", i.e. believe that other universes of a "Level 1 Multiverse" could have different constants to our own. However, I'm pretty sure he had in mind the selection-bias explanation for the anthropic coincidences. That is, if we accept that only a narrow range of possible values for the fundamental physical constants are compatible with the existence of intelligent life (and most scientists do, I think), then we would like to be able to explain why our universe's constants are in that range. If there are an abundance of different universes, each with different values for the physical constants, then most of them would be dead but a lucky few would sustain intelligent life, and naturally we can only observe one of those latter.
This reasoning relies on the assumption that there are abundance of different universes with different values for the physical constants. Scientists obviously would prefer to be able to deduce this from observations rather than pull it out of thin air. As discussed in the above article, theories of chaotic inflation --- which are reasonably well-grounded in observations of our own universe --- predict the existence of alternate universes. If those universes could have different values for physical constants (or even different physical laws), we'd have an observationally-grounded theory that predicts exactly the kind of multiverse needed to power the selection-bias explanation for the anthropic coincidences. Unfortunately for proponents of that explanation, the science isn't working out.
Of course, the selection-bias explanation could still be valid, either because new information shows that chaotic-inflation universes can get different constants after all, or because we assume another level of multiverse, whose existence is not due to chaotic inflation. However, many scientists (such as in the article above) find the assumption of a higher-level multiverse quite unsatisfactory.
Unsurprisingly, I'm comfortable with the explanation that our universe was intentionally created for intelligent life to live in. Incidentally, you don't need to be a classical theist to adopt this explanation; some atheist philosophers argue with varying degrees of seriousness that we are (probably) living in a simulation.