First of all, I think you’re shifting the burden of proof here. If you want to eliminate the existence of physical reality, you need to demonstrate that your vision (without physical reality) has larger explanatory power than the standard framework (with physical reality). So far, you have not done so.
There are two threads I would like to pursue:
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The measurement rod of “simplicity” for applying Occam’s Razor is explanatory power. The main success of modern science is in showing that physical reality can be described very well in terms of a relatively small set of principles. There is (as of yet) no known set of principles which can govern “mind” independently of physical reality. There is no explanatory power at all in assuming that everything is construed by minds. Every experience would require some ad hoc postulation by God, who would be giving us the illusion of physical regularities.
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Consider also the following very serious problem. If you would follow your reasoning based on “empiricism” all the way through to the end, you would be forced to arrive at the conclusion that your mind is the only thing that exists. Other people’s minds are epistemologically speaking even further away from one’s own mind than the physical reality itself. The existence of another mind has be to inferred from physical interactions (e.g., from the light of your screen reaching your retina), while physical objects can be interacted with directly (e.g., the screen itself). The Christian philosopher Alvin Plantinga wrote a book called “God and Other Minds”, in which he compared the rational inference of the existence of God to that of other minds. Your approach tries to reject the existence of physical reality, but in doing so it also rejects the existence of other minds and, for that matter, God as an independent being. If you follow your train of thought consistently, one’s own mind is the only one in existence and is therefore some sort of “god” in creating reality.