The reason they tend to think that is due to the Heisenberg uncertainty principle.
Anything you do to measure the system will interact with it. When you get down to atomic scales, your measurement will perturb the system from its original state and information about the system "as it was" gets lost.
Just remember. Schroedinger saved a fortune on kitty litter.
Cheers!
Strange stuff indeed. I've been in grad school studying the stuff for a few years now - I've gotten better at doing the math behind it, but the more I learn about quantum physics the more I realize that my knowledge of it is insignificant in the grand scheme of things, and I can't say my philosophical understanding of it is any better than it was before I starting studying it. Even the simplest results in QM are very difficult to understand thoroughly.
I do wonder what the crazies at PETA would think of Schroedinger and his dead cat if he had done his thought experiment in this day and age.