--The Watcher, What If...? (season one, episode one)
"All those worlds, all that suffering, and you just watched."
--Ultron, What If...? (season one, episode eight)
A multiverse with infinite universes would not mean every universe is distinct from the others when it comes to physics and history, as only a limited but vast number of things are even possible. There could be an infinite number of universes with exact copies of the same laws of physics and historical events, but even the fact that logical axioms (and what follows from them) cannot be false would mean that every universe must be governed by them. Only certain things are logically possible, so changing the contingent aspects of one or more universes (things that could change or could have been different because they are not inevitable truths about reality because they hinge on other things) could never change logical axioms or their direct ramifications. For starters, it could never be true that nothing logically follows or does not follow from a given idea, consciousness is never the same as unconsciousness, and there is no such thing as the nonexistence of all truths (as it would then be true that nothing is true).
In What If...?, these facts are predictably sidestepped in favor of presenting the lies of infinite possibilities as inspiring or artistically promising, when it is outright false. It is impossible for there to be a multiverse where something that follows from a premise by logical necessity is not true, such as the very fact that logic itself cannot be false (metaphysically and epistemological, it cannot be false because its falsity would require that it is still true). There is no other possible way for reality to be when it comes to truths like these. In contrast, literally anything that is not universally true by logical necessity could change or could have been different than it turned out to be. Whether or not there truly is a multiverse, to give one example, it is not impossible for there to be such a thing, so even if there is only one universe, it could have been the case that the Big Bang birthed multiple distinct universes. Even though many things are logically impossible, many things that are not true by inherent necessity are still possible.
Other than the basic metaphysical possiblity of a multiverse and the epistemological method of proving that not everything is metaphysically possible even in a multiverse, it is the victorious Ulton's quest and words that most bring up the show's philosophical side. As this powerful and conscious machine eliminates more life forms to bring "peace," it becomes aware of the Watcher, a mighty alien entity that can observe the history of the multiverse (which is now more chaotic after Sylvie killed He Who Remains in Loki). Ultron seemingly condemns the Watcher as they fight for simply watching as conscious beings in numerous universes suffered, perhaps saying this because his directive is to bring peace even though his methods of bring about peace are very destructive. Of course, Ultron fails to distinguish between watching and causing pain.
What about the uncaused cause, without which no time or universes would even exist? If the Watcher morally errs by just watching suffering without interfering, would this mean the uncaused cause is also morally at fault for not stopping all suffering? Almost no one expresses anger at the Big Bang for leading to all human suffering, but many people emotionalistically hate the concept of a deity that does not prevent or immediately deliver them from all of their real or perceived troubles, as if their feelings are in any way what makes God exist or not exist. There are many things that need to be considered here, such as how all suffering is not automatically morally evil (natural disasters or punishments that are not unjustly harsh), how observing suffering is not the same as causing suffering, and how it is idiotic to think the uncaused cause is morally guilty because unless the uncaused cause has a moral nature, there are no moral obligations, only moral preferences.
Only once did someone in What If...?, Doctor Strange Supreme more specifically, compare the Watcher to a deity, to which he replied "I'm not a god, and neither are you." Still, the comparison is a valid one given the concept of the uncaused cause seeing all events and thoughts--this is not a characteristic that logically follows from something always existing, preceding the universe, and creating it, yet it is something popularized by Christianity. This, along with the nature of logical possibility that is actively misunderstood by various characters like the Watcher and Ultron, is one of the more important issues that What If...? raises as it explores a fraction of a multiverse. These two issues also happen to be widely misunderstood by people who claim to represent all sorts of worldviews. Misunderstanding logical possibility is a grave mistake that can lead to errors like assuming that watching suffering makes the observer morally responsible for it happening in the first place. This is not only an assumption, but a notion that logic refutes in full. As small as some might think it, the idea that anything is possible is one of the most asinine, incorrect stances of all.
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