I've always found that line of argumentation very disingenuous[1].
Of all the explanations we have for anything that has ever been explained, anywhere in any time, they all fall in the physical/material category.
This of course doesn't mean there could never be another explanation. But the time to take it seriously is when serious evidence is presented.
Just because we can imagine a certain reality in which events, actions and things might occur in a different way, doesn't mean it is this reality.
[1]The argument is disingenuous, not you of course.