To anyone who doesn't use abstract mathematics on a daily basis, the concept of an imaginary number sounds absurd. We can't use them to count things, as we can with natural numbers.
While I will be quick to point out that a theory of quantum mechanics based on consciousness has not been ruled out, it is certainly not the only way to formulate the laws "in a fully consistent way". Pilot wave theory, GRW collapse theory, many-worlds theory, and decoherence theory are all consistent attempts at trying to make sense of quantum mechanics.
Embracing wave-particle duality helps us to come to terms with the strange results of the double-slit experiment, but it leaves us with a very confusing picture of what an electron actually is.