When studying the EPR paradox, at some point we must resign ourselves that Reality and Locality can not be both true in the current theory of quantum mechanics.
A lot has been said in Physics.SE about the EPR paradox and about entanglement, but my question is quite different. To me, the violation of Locality doesn't look like a big deal: through entanglement you are not actually transmitting anything, neither physical quantities (energy, momentum,...) nor just information. And indeed that form of violation of Locality doesn't contradict Special Relativity. It really looks to me that nothing is being transmitted at faster than light speed. We are just gaining information about something which could even be at a space-like distance, but what is wrong with this?
Is there actually a theory that gets contradicted by this kind of violation of Locality? Any experiment? Or are scientists reluctant to give up on Locality just based on common sense and a classical view of the world?