I don’t agree with that at all. Maybe for asinine things like human behavior but otherwise nature and physics don’t really follow that rubric.
You should look into Solomonoff induction. Nature and physics, absolutely, tautologically, have to follow the "shortest explanation is more likely principle".
https://en.wikipedia.org/wiki/Solomonoff%27s_theory_of_induc...
Are you thinking of any specific examples? I don't disagree that complex things generally end up having complex explanations, but I'm admittedly drawing a blank trying to come up with things where the most complex explanation ended up being the correct one.