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This is the context:

The universe is telling us it is simple. It is astonishingly simple. And yet here we are with thousands of physicists worrying about a multiverse of infinitely complex universes, which we can’t see, and so on and so forth, I think it’s great because they’re all on the wrong lines. All these very, very smart people are distracted with a lot of confusing ideas.

Source: The origins of the universe: why is there something rather than nothing?
(in the Annals of The New York Academy Of Sciences)

I searched the phrase on the internet and found nothing useful. What is the meaning of the bold part?

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... I think it’s great because they’re all on the wrong lines.

"They" here refers to the physicists.

From Cambridge, one definition of "line" is (Approach to subject)

a way of dealing with or thinking about something or someone

It is "a way of thinking about a particular subject (often written as a line of reasoning)"

We cannot agree with their line of reasoning.

In your case, the narrator does not agree with their line of reasoning. The narrator is saying that the physicists (thousands of them) are all distracted with a lot of confusing ideas. The narrator believes that their line of reasoning (i.e., the way they are thinking about the multiverse of infinitely complex universes), is wrong.

Note that "line of reasoning" in this specific context can also hint to the research and work these physicists are carrying out, which according to the narrator is wrong.

It is a little strange that the narrator says he thinks it is "great" that the physicists are pursuing a wrong line of thought/reasoning.

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It means that the scientists are following the wrong lines of thought. A line of thought is a common idiom referring to the logic that someone followed to conclude something.

For example, if I told you that I enjoyed eating at McDonald's, your line of thought might look like this:

McDonald's serves primarily hamburgers. -> NegativeFriction likes eating at McDonald's -> NegativeFriction likes hamburgers.

It's also possible to draw an invalid conclusion from your line of thought, despite the fact that something appeared to make sense. To continue our McDonald's example:

McDonald's serves hamburgers -> Hamburgers are made from dead cows -> NegativeFriction likes eating hamburgers -> NegativeFriction hates cows and wants to kill them all

I do not hate cows and want to kill them all, so the above is an example of following the wrong line of thought.

Returning to the snippet that you posted-- the narrator is saying that he believes scientists are following incorrect logic when they consider what the universe is telling us. In short-- the narrator feels that these are the wrong sciences to apply to determine the meaning of the universe.

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