Well I'm no physicist.
For string theory, advocates of it believe that using the math behind string theory can predict certain things. So for example, certain frequencies produce certain particles that have certain characteristics, which scientists know are already around. But it's incomplete and speculative at this point.
For parallel universes, I think there are various reasons for their concept. Part of it is because of quantum mechanics, where everything is just a probability. In that way, each probable event occurs, but in a different universe. From what I've read, the concept of parallel universes often arises from thought experiments when physicists are trying to understand what would happen in a weird scenario.
Then there is relativity. I read that parallel universes are understood to correct the grandfather paradox. That is, where you go back in time and kill your grandpa, but if you kill your grandpa, you wouldn't be born, so you wouldn't kill your grandpa, so you would be born, so you'd kill your grandpa, and so forth. With parallel universes, you kill your grandpa in one universe, but it doesn't affect your own existence because in the universe you are from, your grandpa is alive and well and lead to your birth normally. By killing your grandpa, you only affect the universe you traveled to, and not your own. Though there are other theories about solving this paradox, such as saying that if one travels back in time, the timeline is fixed, and they can't do anything that will affect that fact that they time traveled.