We know enough to know that macroscopic higher demential spaces connected to our apparently 3 dimensional space aren't a thing.
Having limits to our understanding doesn't mean all things are equally possible.
For instance there aren't any 2 dimensional beings because it's impossible to slice a mathematical pure plane and have macroscopic objects exist in that plane even fields surrounding a singular atom exist in 3d.
For sure, what I mean is they could be playing with different universes. Or found a way to manipulate time. It’s crack pot stuff but it all looks like it till it happens. Show a cave man an DJI drone being controlled and sending back live videos, they will also say it was impossible due to their understanding