This is indeed a consequence of a physicalist/naturalist reductionist view. On that view, there is only natural entities and causes, and everything else reduces to just natural entities or causes. Therefore, as you imply, consciousness must somehow be explained by our biological brain or other natural entities/causes (note that I didn't say "arise", since some naturalists deny there's actually any such thing as 'consciousness' to be explained).
But you can also approach this from the other direction: it is impossible for naturalism to explain (or explain away) consciousness, and consciousness is real, therefore naturalism is false. That's my position. There isn't even the seed of an explanation given naturalism, and I think the naturalist's best position is to simply deny there's anything to explain. The whole project, given naturalism, is hopeless.
Again, it's not a problem of scale but rather kind. Naturalism just doesn't have the right building blocks to explain (or explain away) consciousness.