In some cases it is a safe approximation to ignore those extra states for the remainder of our experiment/calculations, but with a small change to the experiment we can make that a bad approximation.
a) You do the measurement first on the "screen" side (and project the quantum state of the pair of photons according to the measurement, the "extra universes" disappear). You do then the measurements on the "idler" side (and project again the quantum state according to standard QM).
b) You modify slighly the setup to reverse the order of the measurements. You do the measurement first on the "idler" side (and project the quantum state of the pair of photons according to the measurement, the "extra universes" disappear). You do then the measurements on the "screen" side (and project again the quantum state according to standard QM).
QM predicts that the outcomes in the original experiment (a) and the "reversed" experiment (b) are the same. And those predictions are verified empirically.
You tell me; Copenhagen is the one that says collapse exists. It sounds like maybe we are on the same page that collapse isn't necessary to explain quantum mechanical observations? In that case, we are both Everettians :).