In entangled states meanwhile, assuming one is using a nonlocal hidden variable theory, the hidden variable is encoded within the quantum state itself, and for theories that does not have hidden variables, it is the property of the quantum state itself that give rise to these correlations, or in a more epistemic and/or operationist approach, it is how the outcomes turns out to be correlated and no deeper reason on that other than one is actually dealing with one system
rather than n subsystems on their own