Actually, when I say "you know it to be in this state", what I mean is that the system is in a pure state. It's not necessary for a conscious observer to exist. When I say, "you don't know the state", what I mean is that the system is in a mixed state*. Presumably, the quantum state of a system is an objective statement, but frankly, we are getting into territory we don't know how to experimentally test, and the answer depends on what interpretation of quantum mechanics you take. (For example, in the many worlds hypothesis, entropy will depend on what apparent "world" you are in.)
When we talk about entropy in classical mechanics and chemistry, we use certain conventions to agree on what the state variables of the system are (i.e. pressure, volume, number of particles, temperature), and we assume the exact position/momentum of every particle is in a heavily mixed state (since it is thoroughly entangled with the surrounding environment). With these conventions, we can talk objectively about the entropy of a classical system.
*a mixed state can be subjective or objective -- the math is the same. It can mean that we don't know the state, so it is in a mix of possibilities, or it can mean that the system is actually entangled with a larger system, so we can't express the complete state of the system within the confines of the smaller system. Macroscopic systems are always entangled with a larger environment, and it is not possible to fully describe the state of any macroscopic system without detailing the state of the entire universe.