I believe their point was that, if you accept the reality of _this_ universe being created from nothing, why wouldn't you also accept the notion of _other_ universes similarly existing too.
I can get on board with that: that there may be other, distinct universes, but I do not understand how this would lead to the suggestion they would be necessarily linked together with quantum effects.
Disagree with that. The fact that we reasonably accept a well-proven theory (ie the observed universe exists) that has some unexplained parts (we don't currently have a reasonable explanation for where does that universe comes from) doesn't mean that we should therefore accept any unproven theory, especially a unfalsifiable one.