we have no rational explanation for why or how a physical event can cause a feeling or a thought
That’s an unproven assertion and a wrong (easily falsifiable) one at that too. You’re also asking the rather unscientific why question.
Why: because the Universe exists and you ended up in the situation that caused it to happen by a chain of causal events. The why question does not make sense in our Universe, everything happens for a reason.
How: The causal event caused your senses to perceive something and neurons to fire, causing a chain of neurons to fire and when that waveform has been generated (and it is this becoming aware of and interacting with your thoughts is what we describe as intelligence or consciousness, this has been well established and has indeed been explored in ancient texts such as the Bible and other stories for as long as we have had stories), you have generated a thought.
This has been well known since the advent of EEG. How do we know this physical event is a thought and is preceded by real world events, well we can relatively accurately predict even with our current large and blunt instruments (we can’t measure down to the level of the neurons yet) what the thought is that you have, up to a few ms before your body can even create a response to the thought, given you have trained the system on a few wave patterns on clearly distinct thoughts. If thoughts weren’t causally related to external input, then we could not generate nor predict specific wave patterns, the whole science of psychophysics would’ve died in the 1950s.
I can even explain to you the way this is tested: you give people a random set of pictures, text or other inputs that are built to generate a thought, you just instruct people to think about each of them for a brief moment and give them a button to press when they have perceived a thought then give feedback on what they just thought about. You can then give, at a later date, far enough for them not to remember every one of them, random sets of similar and the same pictures, same test, have feedback. You do this a few times, you can start to detect patterns in EEG or MRI on similar trains of thought to the point you can predict before they even become fully aware of the thought what they will think about.
These kinds of unfounded assertions that we don’t understand the subject of consciousness or the brain are found all over the Internet, yet, they are generally created out of ignorance of the subject matter. Then they are often followed with some form of metaphysical explanation that you just have to take on faith alone. Even religiously inclined scientists will easily dismantle these sort of nonsense, if you had ever listened to say Jordan Peterson’s podcast, he is very religiously inclined yet you would’ve at least heard a bit about what I just said. This is one of the contributory reasons I personally left the JW, I took a job where I got closely involved with evolutionary neurobiology, neuroanatomy, psychology and psychophysics and most of the stuff asserted by the WTBTS was just plain BS. I came to understand that scientists have a darn good understanding of what’s going on and that all the assertions that life was just too complex for it to be evolved wasn’t true. Life is a simple set of parameters that when you let it run, it can give the appearance of complexity.