There is nothing in our current understanding of physics that demands the existence of some "immaterial" entity to explain the origin and nature of reality.
If we see green apples fall from a tree every day, why should we reason inductively and conclude that every apple that falls from the tree will be green? Why not conclude instead that the next apple to fall from the tree will be red?
One of the most puzzling mysteries of modern day Physics is why mathematics is such a useful tool for uncovering the workings of the universe. Although mathematics has always been the only acceptable language in which to phrase serious physics, letting mathematics guide the direction of physics is a late 20th/21st century revolution in scientific thinking.