Yes, but they claim that he does affect reality, in subtle ways in the world of the living, and in not-so-subtle ways in the world of the dead, where, coincidentally, it can't be tested.
Metaphysics is by definition outside of physics, and hence is indistinguishable from non-existence (not being a real thing). The moment metaphysics or a metaphysical entity (God) interacts with the physical world, that mechanism of interaction would become testable/verifiable - and cease to be "Godly" (it'd become a testable, verifiable, probabilistically consistent mechanism of physical dimension).
Thus an interventionist God can't exist in any meaningful or knowable sense, and a non-interventionist God may as well not exist for now.
Wind can be measured by its effect on the physical reality we can confirm is objective through observation and experimentation; imaginary friends need believers to have any effect at all, otherwise dead gods and gods with no followers would be measurably different categories.