But you can have things like property dualism, strong emergentism, cognitive closue, neutral monism and panpsychism. Naturalistic philosophers don't appeal to the soul or magic, they just say there's more to nature than stuff described by physical sciences. You can disagree of course, but then you have to account for everything in nature, including consciousness, by only using physical constituents. And best of luck with that. Nobody has succeeded so far.
The problem is that subjective experiences don't fit well with objective explanations. Nagal laid this out in his paper, "What it's like to be a bat", and other philosophers like Chalmers expanded on it with p-zombies and blind color scientists.