After watching the latest Veritasium video: why is the spin of a proton/electron decided at measurement, why not at creation?

I am not a boy because my parents observed my penis at the 12 week echo. I am a boy because the sperm cell that made me, carried the right chromosome. It was decided at fertilization. Even if my parents never observed me, I would still be a boy.

The experiment described in the Veritasium video splits a particle in an electron and a proton. They must have opposite spin and that is measured at the time of observation. Than there's a whole discussion about faster than light communication, but if the spin is given at the moment of creation, both will have the opposite spin from the start. It can still be random and measurements will still have a 25% failure rate.

What am I missing? Can the spin change between creation and measurement?

What happens if a particle doesn't get observed, does it not have spin?