The issue is that we have yet to prove or find evidence for the existence of anything but the physical. When we do find a new phenomenom in one of these ways, it becomes a part of physics. What would it mean to concretely discover a non-physical phenomenon? It would have to genuinely be magic of some sort, and defy rationality and description, to not simply be a new part of physics. (And if it defies rationality and description, it doesn't advance us scientifically, except to let us know we must abandon science in that domain.)
> I asked below as well, but how does the observer effect work as a physical system?
Just to be sure - the observer effect doesn't refer to a human observer, but rather to any measurement of a quantum system.
It is unsatisfying that quantum mechanics posits that particle states are fundamentally probabilistic. It's possible that in some sense there is an underlying order such as string theory that is impossible to test or verify. In that case, it would make sense to consider string theory as metaphysics. A fun exercise, but not scientific and not useful for understanding the world. By definition it would not be helpful in predicting or modeling the world, otherwise that would serve as a way of testing the theory.
More on the subject:
https://en.wikipedia.org/wiki/Physicalism