Which suspiciously reminds optimization. Like computer game with infinite procedural world, where map chunks only generated where player interacts with world, being just formula (algorithm) everywhere else.

Photons exist at the edge of our dimension, not really a part of it, but skimming the borderlands between dimensions. Like a bug on the surface of a lake, it influences the lake and the atmosphere simultaneously, can be inferred by its effect on the lake, but it cannot be observed (eaten) by a fish without also fully entering the lake dimension. In this borderland state the photon has the theoretical potential to influence many dimensions, but doesn't belong to any one of them. Measuring, or touching the photon turns that potential into causative certainty where the photon is now part of our dimensions' event chain, pulling it fully into our dimension to the exclusion of all others and converting it from a probabilistic multidimensional potential into a deterministic unidimensional particle.

I just made all that up but it sounds pretty good IMO.