Prove that it isn't just signals in the brain then. Untill then the best you can say is we don't know. a few hundred years ago people might have said pain is non-physical but look how that turned out. Just because we don't know now how it works is not an argument that it is non-physical.
In fact there is evidence it is physical. We have been able to decode low fidelity images of stuff people are imagining using brain imaging. That would never work if imagination is non-physical.
