The issue is twofold. As others have remarked, human beings react to each other and the intervention you do strategically. Econophysics models often use things like particle behavior based on probabilistic choice rules to predict behavior. This may describe a situation if fitted, but it also tends to break down with interaction and intervention. Furthermore, we know that in such interdependent situations, it can be highly misleading and wrong to use aggregate functions and non-behavioral approaches. For example, if networks of externalities influence choices. In many areas, such as auction behavior or anonymous trade, the game-theory based models fit empirical behavior extremely well. In other situations, it seems we start to understand better why people react differently. Econophysics feels like a step back to old style economics. I believe the current research agenda, ie. giving people strategic agency and trying to understand their bounds to understanding and rationality, seems to be more useful to me.
Secondly, econophysics claim to fame is also party based on mathematical tools. I think this is misguided. While the math is different, and new tools are always useful, the economic models are actually based on quite deep foundations. Those reaction curves you learn in Game-Theory 101 seem simple, but that is more a matter of representation. They can also be derived in much more general mathematical spaces. For example, instead of simply finding optimal functions in continous spaces, the same can be done in lattices based purely on orderings... Economic theory has always been dominated by pure mathematicians.
and for sociology - I mean seriously. Some of the biggest names in formal sociological theory are physicians, such as White.
In my research I have personally found that physics style models, which are not based on strategic behavior, can be highly misleading as they allow, for example, for aggregation and inference that would not actually correspond to strategic agents making individual interdependent decisions.