What difficulty are you playing?
On Tactician there are plenty of opponents with evasive aura (which they don't have on Classic). This makes a pure physical more problematic.
You also have the demons in hall of Echos - one 100% immune to all magic and one 99% immune to physical.
Luckily for me (solo scoundrel) the skill Sawtooth Knife (unlike all the others) doesn't count as physical when it comes to resistances - it directly hits vitality even though the tooltip says piercing. That surely must be a bug assuming piercing damage is physical.
