Okay, unless you are using a different definition of direct observation as physicists do, this is not true. Direct detections in physics just means that the thing you are observing only interacts with your detectors when you are “doing the detecting”. This is why we claimed that we have direct detection of gravitational waves even though the indirect detection had won a Nobel prize decades ago.
If the speed in the medium is finite, and thus entanglement are not instantaneous, then this would be a point towards pilot-wave. Again, this would change the character of the pilot-wave vs Copenhagen debate, in the sense that they are no longer equivalent and one would be the extension of the other.
As it stands however, Copenhagen and pilot-wave to me seems to be equally phenomenological.