The tragedy is that even if you are right to say "it's all physical things" that does not mean you can "quite easily introspect by poking around". It's quite possible that some important functional brain processes could be just too complex and subtle for us to figure out, even though they are accessible in principle. That would be sad.
It's also possible that consciousness is better understood as a computational process which is implemented on a VM instantiated by a brain. In that case looking too hard at the squishy stuff is not directly relevant and may be distracting, since it's a very complex way to implement a computer. This is logically possible and is of historic significance in AI.
My view is that the everyday concept of consciousness is mistaken, and that no such thing will be found. Our common sense view of perception and cognition has been found over and over to be completely wrong, so we shouldn't expect consciousness to turn up anywhere just because it feels like it ought too.
Functional approaches to brain modelling neatly avoid this issue by just building away and not worrying about it.
TLDR: physical doesn't mean explicable, and consciousness won't be explained by a physical process since it doesn't exist.