The explanatory power of the holographic principle in deriving observed forces does give pause to wonder about what is behind the veil of Nature. If existence is information in action, the cosmos must be a coherent illusion coming from an intelligent source.
The whole 3-dimensional physical world is an illusion born from information encoded elsewhere. ~ Canadian theoretical physicist Mark Van Raamsdonk
Special relativity creates a universal speed limit: nothing can travel faster than the speed of light. In other words, causality is universal. This is locality.
Electromagnetism and gravity work at a distance but in concert; hence fields. All the known forces of physics work at a distance, including the nuclear forces, though the distances there are subatomically short. Still, locality is maintained.
But entanglement of particles is also known. Entangled quanta respond to each other instantaneously. Alter an entangled photon, and its twin instantly changes with it. This is nonlocality. What can explain it? Only hidden dimensions.