I suspect english words starting with 'ph' come from french, french words with 'ph' used 'ph' instead of 'f' (same sound) to emphase the fact the word borrow greek root (but who care the word come from greek, does it make it easier to learn? one more shitty rule of french).
Granted I don't have hard data on the "ph" fact, the source is pretty credible in my opinion. The fact appeared in an article written for the British Council, co-authored by Martha Peraki, a Linguistics PhD recipient from American University.
Heuristically, the "rule" passes the eyeball test: philosophy, physical, photo, phrase, philanthropy, phobia, phage, phalange, phalanx, phallic, phase, pharmacy, phantom, phenomenon, phone, photons, photosynthesis, physician, physique, phytoplankton, so on and so forth
