It is probably true that a quantity becoming complex doesn't always or necessarily imply something unphysical. But it does not seem worth the space to give further justification, in most cases.
It could be that two different quantities become complex, but only their product is physically measurable. For example, Taylor & Wheeler make a local Lorentz boost from a static frame to a falling "raindrop" frame in Schwarzschild spacetime (2000, Exploring black holes, §B4, box titled "Metric for the Rain Frame"). However, inside the horizon, this so-called boost is actually superluminal, so the Lorentz factor $\gamma$ becomes complex. Yet, the terms combine so everything turns out real in the end. As I recall there is something similar in Misner, Thorne & Wheeler. Admittedly, the derivation could probably be fixed to avoid complex numbers, so this may not be the best example.
The Newman-Penrose formalism for general relativity uses complex vectors.
Electromagnetism is conveniently formulated using complex vectors. However this is only one of many ways to formulate EM.
An unconventional view is offered by "geometric algebra", which is essentially another name for Clifford algebra. This community looks for physical or geometric interpretations to replace complex numbers. For example, you can define the square of a plane (i.e. a plane multiplied by itself). In some cases, the result is -1. But this avoids scalars $\mathbb C$. Instead, complex numbers are associated with rotation within a plane.