RC-scale tiny turbines are sort of a boondoggle. They are loud, dangerous, and quite frankly reliability disasters. Expected component lifetimes are in the hundreds of hours, most folks overhaul them every 20-50 hours of use, and they fail in the air with shocking regularity (just check youtube).
It's one of those "impressive that it works at all" kind of things. If that's what you want to see in the air, then do it. If you want to watch your one-off custom plane that represents hundreds or thousands of hours of labor fly, you push it with a fan.
Is that a physics thing, or just jet engines are hard and RC budgets aren't very big?
I wonder if it's not a: "maintaining this kind of engine is a heck-of-a-lot of work and is why there are so many aviation regulations and the reason engine overhauls are forced and cost millions-of-dollars" kind of thing.
Mostly physics. It's hard to do small jets, mostly because small things get too heat-stressed
I sorta watched a guy trying to build a hoverboard out of 50-kgf jets, it was crazy, hilarious and didn't go anywhere because flying a backpack of kerosene on four totatally unreliable jets ain't much fun in the end. They also cost about $5K each at the time.