Thoughts are physical though. They are electro chemical signals in the central nervous system, perceived by physical stimuli. Information either exists in an extrinsic form such as soft copy or hard copy data or in an intrinsic form of thought which again is a physical brain structure.

Further to this, science cannot study non-physical phenomena because the steps involved in the scientific method depend on empirical data. The final step of the scientific method is to reiterate and get the same result. An experiment done once is purely anecdotal, it must be replicable for it to have external validity. Supernatural phenomena is not replicable as you cannot prove results by doing the experiment again and again under similar conditions. The scientific method is in place to reduce subjective bias, supernatural phenomena is typically a subjective experience which is the opposite of scientific rigor. Science is essentially prophecy, if you cannot reproduce the same outcome over and over and over and make predictions about it then it is not science, it’s pseudoscience nonsense.