I'm a believer in multiverse... but it isn't that radical... everybody is happy with Feynmann's path integral version of quantum field theory, where every possible action happens on each particle.. so there is already a multiverse used here, people just don't like extrapolating it up to large scale objects... so they invent 'wave function collapse' which causes all sorts of questions and confusion, Everett (many worlds guy) showed that this wasn't necessary.
why are you not living in exactly that universe where everything is perfect
You could ask a similar question in one universe... why wasn't I born the richest person in the world? Why am I me and not someone else? why do I remain me and not become someone else?
I don't think a multiverse causes these philosophical questions.
My answer is... why WOULD you be the richest person ever? that is surely more unusual than just being born an average kinda person.
Why are you not that other you?
Imagine 100 universes with 100 Chillheimers, each will have their own memories and have grown and learnt to have an identity... every one may be asking 'why am I me, and not one of the others?', no-one will be saying 'why am I the other Chillheimer and not me?'
what keeps you bound to this track?
Decoherence. At tiny scales all the different universes (which we can think of as a wave if we like) inferfere with eachother, just like waves do... at larger scales the complexity is much greater so that any other 'object' from 'another universe' will be so chaotically different that the affect of that object on yours is almost non-existent. An example is a laser vs a light... a laser is very simple (the beam is like a single wave) so two similar lasers can interfere and produce an interference pattern, in some areas cancelling eachother out.... but a beam of white light is a complex noise of different wavelengths, so two white torches do not interfere with eachother.
What have waves got to do with matter? All particles follow wave equations just like light does.
So... Chillheimer1 has almost no physical affect upon Chillheimer2.... unless of course you are very simple like a single electron or something.