Not much time to look at the video, but from his book, despite its notorious misunderstanding of Gödel’s incompleteness theorem, Penrose seems quite reasonable on mathematical realism. I met Penrose in Croatia some years ago, but he did not progress much on logic.
In science, we can never know if a theory is true or not, and the same is true for any domain studied with the scientific method, including metaphysics/theology, which dig on that very (ontological) question.
Now, in the Mechanist theory of mind, we can explain how and why the appearance of a physical universe is obtained, without postulating the existence of a physical universe. That physical universe is entirely determined, and so it can be compared to the observation, and the fact is that, from a Mechanist point of view, there are simply no evidence that a physical universe exists ontologically (no one doubt that it exists phenomenologically).
So, we don’t know the truth, but we can count the evidence, and there are far more evidence for 1+1 = 2 than for an ontological status for any physical objects. Adding a physical universe in the ontology reintroduce the mind-body problem, and can make sense only in a highly non computational theory, for which there is no evidence.
Physics is just not the fundamental science, once we accept Descartes/Darwin. We cannot have both Mechanism and Materialism, that leads to a contradiction. And the evidence, be it Darwin or quantum mechanics, sides strongly in favour for Mechanism, and thus against Materialism or naturalism.
Materialism will be abandoned in metaphysics/theology like vitalism has been abandoned in biology, that is, as a superstition which please the mind, but only add difficulties and prevent the pursue of the questioning and research. It is “fake religion”.
Bruno