There is no such thing as locality
Action at a distance and nonlocality appears to be spooky and supernatural. But indeed locality is not normal at all. Look at how the atom is composed: A nucleus and some electrons flying around the orbit … eehhhm, nope, this is the old school model for kids and a very materialistic one. Electrons are considered in quantum mechanics as a cloud of probabilities and the nucleus too. They are not here on the specific x,y,z coordinates, even if we observe them. During a measurement in laboratory we can determine only the reaction the atom has at a certain time moment on a specific coordinate, but after this observation we don’t know where the atom is. This would require another observation or measurement of it’s supposed location.
Magnetism too is a action at a distance, like gravity, which occurs on macroscopic scale. So why do (we) most people regard locality as normal? This is because of our way we perceive reality and I’m sure that it is colored by our world view. By changing the world view from materialism to idealism, mind as the ground of being, then locality becomes something exotic and strange. This is not a little step and very difficult to achieve.
Some philosophical thought experiments exist on locality, like the Zeno paradox. You should consider them to study, especially the quantum zeno paradox, which helps to understand that locality is just a illusion generated by our mind.