Parallel universes have never been observed. They have been speculated in a great many ways, based on symmetry arguments and other mathematical calculations, intuition, or even religion (Heaven and Hell are essentially parallel universes, if you believe in them).
If you can't measure them, but cannot measure that they do not exist, then they are not science.
This does not mean that they do not exist, but merely that their existence is not a question that science can answer (not until we could measure their existence or lack thereof, that is).
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