Well, there is. Take a stone again. Explain it using only natural science and you can. Take reason and you can't do the same. Now do the same with truth and again you can't.
Thought consists of the abstract systems we create to label, organize, reason upon, and communicate. Those abstract constructions reside in our CNS, the CNS that we do not yet fully understand. Abstract constructs like nationality, truth, fairness, are the complex product of our use of abstraction for millennia. All this has been built from very early beginnings of simply pointing and grunting. We take for granted how much of our complex abstract communication is learned through experience and demonstrated example as we develop from infancy through childhood. We not only label things, we label actions and ideas, and these are all learned over time. But all of it is imprinted on our physical brains which can then create relationships, rules of relation, and since it is all only abstraction, imagine the impossible by breaking the rules of relationship that govern the physical world. Just as the abstraction of a winged dragon can be drawn on paper medium, we can equally 'draw' the dragon on the neurochemical medium of the CNS.
Take an advanced robot as an example. It can receive input about its environment, make decisions about that input, and then react to it. All this is accomplished in the CPU or CPU's of the robots 'mind'. Would you not characterize a robots thinking process as purely physical? If so, why cannot our thinking process be considered physical in the same way?