I'll try to explain it rather in simple terms. Understanding things for real needs to get into the basics of QM rather seriously. Count a few years :-)
There is a loose connection (and only loose) between QM and probabilities. For example, the momentum $p$ (or speed if you prefer) of a particle is not assumed to have a precise value. It is assumed to have a probability distribution. Thus it could be seen as a random variable. Same for the position $x$. But if QM obeyed classical probability theory then the pair $(p,x)$ would be a random variable as well and would have a joint distribution. It doesn't. This is the Heisenberg principle. See https://en.wikipedia.org/wiki/Wigner_quasiprobability_distribution
In a QM experiment, classical probabilities do not apply until the decoherence happens. Only events post decoherence can be seen with normal probability theory. A framework made it formally clearer : https://en.wikipedia.org/wiki/Consistent_histories
In Bell's experiment(s), one of the key moments when QM was understood to not be just classical probabilities for sure, the Bayesian question was natural. Can the result of the experiment be seen as an illusion caused by a Bayesian effect: probabilities of measurements on Bob side would be impacted by the measurements on Alice side only apparently : would it be just a conditioning ? In a way it's what Einstein believed (he formalized it as "hidden variable"). Bell proved this was impossible no matter how you model the microscopic reality. See https://en.wikipedia.org/wiki/Bell%27s_theorem
Unless a genius comes along and says "you fools haven't seen that...", QM is strongly disbelieved to be just probabilities. There is a way to use probabilities a bit with it, but fundamentally, the good formalization is Hilbert spaces with observables being self-adjoint operators and not probability spaces with observables being random variables. These two formalizations are incompatible and the Hilbert one has been verified experimentally... just as much as you can imagine. Because everyone (including theoretical geniuses, brilliant experimentalists and curious amateurs like me), is puzzled by the paradoxes of QM and everyone has doubts this can be real : just an illusion ?
In a word QM is not (really) probabilities. Bayes is just a small theorem in probabilities and of course it does not change the problem. It's just that we... naively believe this could be it sometimes.