What size companies were you applying to? I've heard that smaller corps tend to put emphasis on CS education, while the big ones (big enough to have research divisions, like Google and Microsoft) are happy to consider people from other quantitative fields so long as they can code and know something about algorithms.
I know people with math, statistics and aeronautical engineering backgrounds who've worked at Google and Microsoft. I'm sure physicists would fit in too.
I understand that a CS degree would've made things much easier on getting a job, and I would've been offered a higher salary as well, I'm sure. As I said, that's why I don't ask for sympathy, I know full well that my path is probably the less traditional one. But even so I had plenty of hours of programming on the courses I took -- C/C++, Digital Electronics (programming FPGA boards, tinkering CPUs/APUs), not to mention that I had an 18 month internship -- which is where I learned about web dev -- and I designed two relational databases in previous part-time jobs. All of this came up during my various interviews, and I wasn't ever given a callback until I was. So I'd say there's an abundance of candidates, even if there's potentially a skill gap on those candidates it's a gap that's easily bridged, but too many employers don't want to invest any time training in their employees, which shouldn't be the norm in any industry, but is somehow acceptable in our current tech industry.