Here is a decently common argument for Naturalism or Physicalism:
1. Ockham's Razor: the simplest explanation of the phenomena is the best
2. Anything beyond the physical is more complicated and unnecessary
Ergo: 3. We should use the physical to explain everything.
1 is fine, 2 is the one I want to poke.
Here is my thesis: the complexity of an explanation cannot be determined by merely counting the number of kinds of things it involves. That is, while if the only difference between two theories was that one included non-physical stuff and one stopped with the physical, then the former would be the more complicated. However, if the former also explains the phenomena in a more straightforward way, bringing in fewer additional principles or new laws of physics, etc., then the question becomes more complicated.
In this particular case, for instance, is it really simpler to assume that only physical things exist (matter/energy) and that certain configurations of matter/energy give rise to conscious experience, or is it simpler to assume that some kind of non-physical stuff is required for consciousness? It does not seem, to me, that it is particularly straightforward. It may be that supposing a new sort of thing that by fiat can handle consciousness is no better than supposing that certain configurations of old stuff can handle it--neither really explains why the configuration or stuff should give rise to consciousness. On the other hand, some think that it is absurd to suppose that the non-conscious can give rise to the conscious, and so it is less complicated to explain the conscious by hypothesizing a conscious sort of stuff than to try to explain how non-conscious stuff can give rise to conscious stuff, or why we should not treat our couches as conscious. Thus, a new kind of stuff may create fewer additional problems than stopping with matter/energy, and in that sense be simpler.
However, why shouldn't we just hypothesize a new kind of thing every time we encounter a problem? We could almost always argue that it would entail fewer new problems. My answer to this is to note that I do not disagree that adding new kinds of things increases the complexity of any theory it is added to. There is a balance to be had, and weighing these is probably not a straightforward task.
What we are dealing with in this task is a cost-benefit-analysis-type situation. Some of these costs are the cost of adding a new kind of thing, or a new principle of how things work. We also have to deal with benefits that a theory brings if it is successful. There are also costs in the realm of everyday life, although these rarely come up. An example is that, with quantum mechanics, we needed to find a way of talking about quantum effects that left us able to retain such presuppositions as the principle of non-contradiction. Leaving the world in a state where we can live in it according to our theories is an additional desideratum for any theory, then. The cost associated with losing our ability to integrate our scientific outlook with our everyday outlook without contradiction, so that scientists believe themselves to be contradicting their scientific beliefs by walking across the street, for example, is, I believe, an insuperable cost. Any account of consciousness and choice must recon with these, whether it is scientific in the usual sense, or philosophical.
The scientific outlook is premised on the idea that we can live in the world, and that we can live better in the world by better understanding the world we live in. If a theory throws that presupposition out the window, then we find ourselves in fundamental conflict with the world around us. From a Christian perspective, this is not permissible because we believe in a good creator God. From any other perspective, however, it is prima facie possible that our pre-scientific awareness of the world, and our pre-scientific lived assumptions about the world, are in conflict with how things actually are in such a manner that our default, instinctive, basic manner of dealing with the world may be irrational according to how the world is. It may, for example, actually be irrational to talk of moral oughts, rationality, choice, beauty, or altruism. Without a presupposition in place that says that this is unacceptable, we cannot rule out the possibility that our discoveries are all totally false, that the external world is an illusion, or that our scientific program will lead to Lovecraftian physics textbooks, the reading of which would drive people insane.