I thought this might be helpful to add to the simple observation that belief in anything purely "physical" is absolutely a matter of faith. I like these passages because they make clear it's not just a matter of rational faith, button inability to even understand what it means to claim there's something purely "physical" - it's far far more incoherent, superstitious, and utterly irrational than any conventional religious claim.

These are passages (sorry, I didn't mark the page numbers) from David Bentley Hart's "The Experience of God: Existence, Consciousness, Bliss." I'd add, for anyone who truly wants to understand the extent that all naturalism, physicalism, atheism, materialism, etc is not only based in faith, but incoherent, read the book. it's extraordinary.

Here are the passages:

We have no actual direct experience of the material world as such at all, at least not as pure materialism depicts it. Our primordial experience of reality is an immediate perception of phenomena—appearances, that is—which come to us not directly through our senses, but through sensations as interpreted by thought, under the aspect of organizing eidetic patterns.

We do not encounter the material substrate of things, but only the intelligible forms of things, situated within an interdependent universe of intelligible forms, everywhere governed by purposes: organic, artificial, moral, aesthetic, social, and so forth.

We know, also, that those forms are not simple structural aggregates of elementary physical realities, as if atoms were fixed components stacked one upon another like bricks until they added up to stable physical edifices; the forms remain constant, while atomic and subatomic reality is in perpetual flux and eludes that sort of local composition altogether.

Phenomenal forms and the quantum realm upon which they are superimposed do not constitute a simple, unilinear, mechanical continuum. And even in the purely physiological realm, we have no direct knowledge of unguided material forces simply spontaneously producing the complex order that constitutes our world.

A mere agitation of molecules, for instance, does not simply “amount to” a game of chess, even though every physical structure and activity involved in that game may be in one sense reducible without remainder to molecules and electrical impulses and so on; it is not the total ensemble of those material forces that adds up to the chess game, but only that ensemble as organized to an end by higher forms of causality.

Viewed from another and equally valid perspective, when one looks at that chess game one sees an immense and dynamic range of physical potentialities and actualities assumed into a complex unity by the imposition of rational form.

One sees a variety of causalities, from below and from above, perfectly integrated and inseparable, and none obviously sufficient in itself to account for the whole.

We do not actually have an immediate knowledge of the material order in itself but know only its phenomenal aspects, by which our minds organize our sensory experiences.

Even “matter” is only a general concept and must be imposed upon the data of the senses in order for us to interpret them as experiences of any particular kind of reality (that is, material rather than, say, mental).

More to the point, any logical connection we might imagine to exist between empirical experience of the material order and the ideology of scientific naturalism is entirely illusory. Between our sensory impressions and the abstract concept of a causally closed and autonomous order called “nature” there is no necessary correlation whatsoever.

Such a concept may determine how we think about our sensory impressions, but those impressions cannot in turn provide any evidence in favor of that concept. Neither can anything else.

We have no immediate experience of pure nature as such, nor any coherent notion of what such a thing might be. The object has never appeared. No such phenomenon has ever been observed or experienced or cogently imagined.

Once again: We cannot encounter the world without encountering at the same time the being of the world, which is a mystery that can never be dispelled by any physical explanation of reality, inasmuch as it is a mystery logically prior to and in excess of the physical order.

We cannot encounter the world, furthermore, except in the luminous medium of intentional and unified consciousness, which defies every reduction to purely physiological causes, but which also clearly corresponds to an essential intelligibility in being itself.

We cannot encounter the world, finally, except through our conscious and intentional orientation toward the absolute, in pursuit of a final bliss that beckons to us from within those transcendental desires that constitute the very structure of rational thought, and that open all of reality to us precisely by bearing us on toward ends that lie beyond the totality of physical things.

The whole of nature is something prepared for us, composed for us, given to us, delivered into our care by a “supernatural” dispensation.

All this being so, one might plausibly say that God—the infinite wellspring of being, consciousness, and bliss that is the source, order, and end of all reality—is evident everywhere, inescapably present to us, while autonomous “nature” is something that has never, even for a moment, come into view.

Pure nature is an unnatural concept.