But relations are physical; the fact that they are the sole focus of mathematics (unlike physics where focus is also on objects and processes) does not change that.
Now, I happen to have sympathy for that position, but it's hardly as straightforward as you seem to imply.
Where it does have a lot to do with Platonism is that positing that relations are not abstract things but physical entities presumably entails that you can show what a relation physically is. And an instance of a relation isn't the relation. As soon as you go into "for example", you're not talking about the object itself anymore.
(To better see that relationship, see: https://plato.stanford.edu/entries/abstract-objects/)
So what kind of physical object is a relation?