The Schrodinger equation almost always predicts that a particle has some particular amplitude at many different locations. However, if you try to detect a particle, you will never find it at more than one location. Furthermore, once the particle is detected at one particular location, you need to update the Schrodinger equation to give it amplitude 1 at that location and 0 everywhere else - if you don't perform this nonlinear update and instead use the old wave-function, the predictions for further experiments will be completely off.
Now, the physical interpretation of this collapse varies wildly between different interpretations of QM, but some variant of it is always required - otherwise, the observations simply do not match the math. We don't yet have any theory consistent with QM that can make predictions without applying the Born rule.