It is said that the resolution of the collapse of wave function in a measurement is one of the unsolved problems of quantum mechanics (see "The trouble with physics" by Lee Smolin). There could be, at least, two views on this aspect:
1. The physical reality presented by QM is somewhat different from that we humans can perceive, however, that is not a serious issue because many things we think should be right are, in fact, not quite right (eg., geocentric picture of solar system). So the QM view is to be accepted.
2. Any physical theory must be according to the logic and perception of human beings and in that sense some thing is missing within the present QM and so it is not a complete theory.