The issue is that when a wavefunction collapses it has an inherent randomness to it. Since entropy is fundamentally related to information, I'll start with information to explain why this is significant.
Information, Randomness, and Entropy
If you think of the information of a state as what is needed to completely define a system something interesting happens. This is best illustrated by taking a picture and trying to compress it. Let's take this image:
You can think about the information necessary for us to completely define a system as being the total amount of details we need to describe the system. For this image, you CAN represent it as a collection of 2000 x 2000 pixels which each require 32 bits of information (RGB+Alpha), or $\ 128$ $10^8$ bits of data.
However, let's say we start compressing it (losslessly), such that we can fully reconstruct it from whatever information we have remaining. We can easily see for all pixels but the shadow we either have full transparency or fully opaque, so we can remove 7 bits of information from all other points and represent the alpha as either 1 or 0. We also see that anywhere with full transparency doesnt require RGB values, so we can remove 24 bits of information from each spot with full transparency.
Since this image was actually originally an svg, it turns out if we keep on getting smarter and smarter how we compress this we could actually reduce the image down to basically 2 shapes (white outline and the petal shape), 1 radius and 4 angles about the center to position each shape, 4 base colors (5th for the white), an equation for the gradient color change, and an equation for the shadow effect.
It turns out this system actually only has very little information. The amazing part is that this is the case only because the image we are looking at isn't very random. It can be represented with few bits of information due to it's uniformity. We were able to fully reduce all the redundant data because it was essentially not random.
It turns out that for an image like this:
It would take far more information to fully describe since it is essentially random all throughout. We are not able to really do any compression because we almost all the information we have is not redundant. The information of a system that has $n_i$ many states that require $\sigma_i$ bits of information (e.g: colors, equation of shape) to be described boils down to something approximately like
$\sum\limits_{i=1}^N n_i\sigma_i$ + (random information)
Quantum Mechanics/Summary
What in the world does this have to do with quantum mechanics and the entropy of a quantum system?
QM is a probabilistic theory at it's core. When a wave function collapses it does so randomly, so completely describing the system after a collapse of a wavefunction takes more and more exact information if you want an exact model of what's happening. This increasing randomness turns out to be the Law of Entropy in action. As systems interact random quantum effects increasingly perturb the system. If you want you can say that it comes out of "hidden variables" but many physicists have worked to disprove the orthodox viewpoint of "hidden variables" (to great success might I add). A collapsing wave function is inherently random, so it introduces randomness as the clock keeps ticking on.
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