Why must something exist out of consciousness (or mind)? You can never be certain whether all of your putative experience of an - so to speak - outer "reality" is not mere imagining; everything could be purely mental. Maybe, you can call this the approach of idealism.
And it should be clear that science cannot - based upon the scientific method - prove whether there exists an outer "reality made of things". Physics cannot design an operational way to underpin, for example, the viewpoint of either idealism or materialism. No way! As Bertrand Russell remarks in "An Outline of Philosophy": „We cannot find out what the world looks like from a place where there is nobody, because if we go to look there will be somebody there.”