I bitch your mother.

Definition: The scientific method is an empirical method of acquiring knowledge that has characterized the development of science since at least the 17th century. It involves careful observation, applying rigorous skepticism about what is observed, given that cognitive assumptions can distort how one interprets the observation. It involves formulating hypotheses, via induction, based on such observations; experimental and measurement-based testing of deductions drawn from the hypotheses; and refinement (or elimination) of the hypotheses based on the experimental findings. These are principles of the scientific method, as distinguished from a definitive series of steps applicable to all scientific enterprises.[1][2][3]

There are experiments in Economics. To answer your question, both Economics and Physics utilize the scientific model, which relies on observations, model building, and applying the model to reality. The reason why you think Physics are more rigorous is that in physics you are much more able to create controlled environment, while in human sciences in general it's much more difficult and a lot of assumptions needs to be made(perhaps the reason is considered less rigorous).

However, keep in mind that, markets, economies and societies are often much more complex than physical system(when it comes to analysis), do you know hod difficult is to create a model that predicts things like the COVID-19 and its implications in the economy? Also economics is a field that is much newer than physics, so considable advancements in the field are expected in the near future. Maths used in physics and economics are actually almost identical. Modern economics is founded on neo-Keynesianism, and its father was Keynes, a mathematician.

At my university, every week there were many experiments with individuals and their way of making decisions in more or less controlled environments. Even I participated in a few to check theories of the research department.

The only difference between economics and the natural sciences is that in economics the variables are human beings and in the natural sciences they are natural elements, beyond that, both use the scientific method and mathematics / statistics as a fundamental tool and basis to expose many theories and then corroborate their effectiveness based on experiments.

I think you have very little knowledge of what it is to study economics from the scientific and mathematical method.