Incoming links: Quantum jump
If something does a quantum jump, what causes it to decide doing so at a particular time and not another? It is expected that a continuous cause would have continuous effects.
This concern was raised immediately by Rutherford while reviewing the Bohr model in 1913 as mentioned in The Quantum Story by Jim Baggott (2011) page 32.
The idea the the wave function of a small observed system collapses "obviously" cannot be the full physical truth, only a very useful approximation of reality.
Because then are are hard pressed to determine the boundary between what collapses and what doesn't, and there isn't such a boundary, as everything is interacting, including the observer.
The many-worlds interpretation is an elegant explanation for this. Though it does feel a bit sad and superfluous.