The sum is more capable than each of it’s constituents. You could argue that a hyper-intelligent entity can explain everything due to temperature by the simple movements of atoms but that is not true, since with temperature, we can reason about a system we know only one property about, while the said entity would have to know every detail about every atom. In other words, we created a new thing that could not have existed alone. (Perhaps it is not the best example, but there are countless others :) )
Our mind was designed to work this way. The most advantageous way to perceive a rock is as a single object with properties pertaining to utility (hardness, potential weapon, etc). This takes the least cognitive load and is the most beneficial way to perceive the world from a fitness perspective.
There's nothing epiphenomenal above and beyond the individual components (and the laws governing their interactions) except in our minds. In that specific sense, emergent properties are an invention.
There's nothing beyond fundamental physics that's required, in principle, to explain these emergent properties, so in this sense I'm a philosophical reductionist. Emergence is just an illusion created by our brain's inability to deal with the true nature of fundamental reality.