What you're describing could easily be said about gravity. If you really start pressing physicists on this subject it gets muddy really quickly, even the definition (don't just tell me what gravity does or the effect it has, tell me what it is). One of the going theories involves gravitons, a massless particle with a spin-2 boson. Many physicists posit that the graviton itself is unobservable. In that sense its "properties" are very difficult, if not impossible, to really nail down. That does not change the fact that gravitational force is experienced and responsible for a great deal of work in the universe.

We observe a force, we hypothesize about it based on those observations and we try to build tests for those theories. That's my point with the free will, mind-body problem, substance dualism argument. We observe free will, we build rules for our civilization around it, each of us can observe its existence. Admittedly, some people are willing to throw it out, argue against it, claim that we have no "free will" that it is merely action and reaction, we can only do what we are biologically programmed to do (that destroys most civilization's systems of rewards and punishment, btw) and I would say that most people, based off of their observable experience with their own minds and actions are unwilling to accept such a notion. Some people try to explain it away by saying that it's nothing more than randomness, like the kind we observe in quantum mechanics. I would say that most people are not inclined to equate "randomness" to "free will" either.

If you observe free will and accept its existence you now have a great deal of work to do in order to explain it, hypothesize about it, test it, etc. especially if you are only accepting materialism in the traditional sense. This, like many scientists have in the past when observing strange matter (anti-matter, neutrinos, gravitons, etc), leads many people to decide that there must be some other "force" or "power" outside of the observable material world in order to make sense of one's ability to think, act, react freely.