There's a possibility that a multiverse exists, even though we haven't seen any of those parallel realities, because we can't prove that it doesn't exist.
We know that sounds like a convenient rhetorical trick, but think of it this way: Even in our world, we've discovered many things that we previously didn't know existed, and we've had events occur — the 2008 global financial meltdown is a good example — that nobody ever had thought possible. There's even a name for the latter: black swan events, named after the philosopher David Hume's observation that people would assume all swans were white until they saw a black one [source: Taleb].
The universe's scale is the factor that makes the possibility of a multiverse all the more believable. We know that the universe is really, really big, and possibly even infinite in size. That means we may not be able to detect everything that exists in the universe. Since scientists have determined that the universe is approximately 13.8 billion years old, that means we can only detect light that's been able to reach us in that time. If a parallel reality simply was farther away than 13.8 billion light years, there would be no way for us to know it was out there, even if it existed in dimensions that we were capable of perceiving [source: Ball].