Because knowledge of out-of-domain journals to which an out-of-domain paper might be appropriate is neither the role nor general competency of a journal's editors (OTOH, general familiarity with the published work in the area in which you are attempting to publish, which necessarily includes some familiarity with the venues in which works in that field are published, is part of the role and presumed competency of a researcher in any field.)
Much like how Sokal criticized Social Text for not recognizing when something was a question for physicists.
For all we know from this story, the rejection letters might have suggested trying a non-physics journal. But even then, the result reported here just provides weak evidence supporting an overwhelmingly expected null hypothesis ("time travel doesn't happen"). I wouldn't expect physics journal editors to be good judges of whether a possibly novel method would be publishable in another discipline when it did not lead to a noteworthy result.
The latter is (perhaps) good judgment; the former, a poor understanding of the limits of one's expertise.
I am pretty sure that when the physics journal editor rejects your paper, she isn't even actually saying "this can't be published in a physics journal", she's really saying "this can't be published in this physics journal" (unless she says otherwise, explicitly, of course).
Why not go with "they aren't even actually saying" rather than the faux-affirmative-action sexism of using "she" there? This really grates with me, even more so when used with traditionally male-dominated roles, such as physicists or system administrators. Yes, you're freaking out the squares with your right-on craziness, but it's really rather childish. If you (100% rightly) want to be non-sexist, use a gender-neutral phrase, such as in my example above.
Maybe I'm a girl and, try as I might to say "he" all the time (to avoid comments like yours), the one time it slips and I say "she" the Internet thinks it's all about some "femi-nazi" agenda of mine?
Chill out and talk to me about sexism/feminism/SJW when it's actually relevant (clue: not here).
My comment was on-topic. grkvlt's was not, regardless of what he thinks I meant with that one pronoun (which was wrong, anyway).
Maybe you should realise that sane women, just as much as sane men, don't think pronouns will "solve" sexism. If I'm referring to a specific person, I'll be specific. If it's some random imaginary person, it's none of your bloody business what pronoun I choose.
On a different note, I think you have the responsibilities of authors and editors mixed up: it is up to the author of a paper to select an appropriate journal and weigh their chances, the editor is only responsible for the quality of their own journal. Yes it would be great if they also gave you free advice about other journals, but it's really not their job.