Causal closure of the physical

If causal closure of the physical holds, then there are uncaused physical states of affairs. Thus, at least one of the following two theses is true:

1. Some physical states of affairs have a non-physical cause.
2. Some physical states of affairs have no cause.

Now, what I don't see is why (2) should be in any way preferable to (1). For instance, to the extent that some physical state of affairs lacks a physical cause, science has nothing to tell us about the explanation of this state of affairs. For all that science cares, that state might have a non-physical explanation or it might have no explanation. Allowing the first option need no more impede the progress of science than allowing the second. Granted, the first option may let one prematurely say when faced with difficulties that some state of affairs for which a physical cause has not been found has a non-physical cause. But the second option lets one say, equally prematurely, that it has no cause.

Imagine two worlds. In w₁, there are non-physical causes for all the physically uncaused physical states of affairs. In w₂, there are no causes for any of the physically uncaused physical states of affairs. Moreover, the physical parts of w₁ and w₂ are exactly alike, and match our observations. Is there very good reason to prefer w₂ to w₁ as a hypothesis accounting for our observations? Well, maybe sometimes: it depends on how weird the non-physical stuff in w₁ is. But in general, no. Roughly, what w₂ gains in parsimony it may lose in explanatory value.

So we do not have very good reason to believe (2) and deny (1). And (1) has a serious advantage over (2): unlike (2), (1) is compatible with our PSR-ish intuitions.