There is a non-subjective and quite mathematical approach to this question.
First, we have the simple linear proportionalities that aren't really physical laws but just definitions of physical quantities. Why are different sensible measurable quantities usually in linear or power-law proportions will be further clarified later.
An example is $F=ma$ (just defines what force is - it's convenient to define it like that) and all unit-conversion formulas (essentially, there is only one unit - time and space can be made equal by $x=ct$, energy and momentum as well, then you have $E=\hbar \omega$ from quantum mechanics and so on).
Linear relationship is not just a mathematical thing. Linearity means the principle of superposition holds: that a sum of causes creates a sum of effects. It's almost universal that when the effect is small, perturbation theory is valid and you have the first correction as a linear term. Imagine a Taylor expansion: it's a power series, no fractional exponents. This also means that a lot of the linear relations like that are approximation for weak perturbation. There's Ohm's law, heat conduction, hooke's law and so on. Even if you expand it further, it's still a power law. However, this may just be an approximation of some general result with some nonlinear function (could be exponential or something worse). But some of these relations are exact: in electrodynamics/vacuum optics, superposition principle is fundamental. But this brings us to the next point:
Natural laws are local (ok, they can be expressed variationally, but that's another discussion). Local means that relationships between quantities obey differential equations. And differential equations are linear and when operated on power laws, they just shift the exponent by one. They are also usually linear (superposition), because nonlinearity most likely has a physical interpretation of a system acting on itself by changing its environment. Linearity in differential equations does not necessarily yield power laws: all exponential and oscillatory phenomena are results of linear differential equations. Here, nonlinearity means something different: dependence of the phenomena on the amplitude. A linear differential law means that twice the cause has twice the effect. Nonlinear means that twice the cause can have a completely unrecognizable effect. For instance, a pendulum at small amplitudes has a constant frequency. But when amplitudes are too big, the nonlinearity kicks in and you can have quite interesting behaviour.
Fundamental laws are usually linear (Maxwell equations, for instance), and while there is an inherent question why the universe is so beautiful and elegant, the fact is, that if there are conserved quantities in a system, the relationship between them will be something simple.
With differential equations, we again see not only laws but also plain definitions... velocity as derivative of position, acceleration as derivative of velocity, that's all just our decision what to measure. There's also $dE=F\,dx$ to get the work (energy contribution) caused by the force, which leads to all quadratic energy laws (of course: if forces are linear, at least in approximation, then integration brings you to quadratic).
One very interesting point is, that fundamental laws of nature don't involve time derivatives higher than two (acceleration). That's somewhat related to the conservation of energy (Lagrangian functional) and tells you "how far a phenomenon can see" -- how much about history influences the now. But even with higher derivatives, we would still just the exponents by 1.
So all in all, you can't really define a sensible differential law that would give you constant, but noninteger exponents. You may get rational exponents if you express quantities which have different powers to each other (from $a^3=b^2$ you will get $a=\sqrt[3]{b^2}$), but that's just an algebraic development.
You do see weird exponents in empirical relationship: if there is no theoretical physical law behind it, but you measured some dependency and made up a function to draw a curve through the measurements, then a power function is something simple enough for people to try if it works. This is again an approximation and probably hides some more general theoretical result that is not a weird power law but a transcendental function or something that's just too complicated to write out algebraically. This is very common in material science: dependence of heat capacity, conductivity,... on temperature or current, are very strange functions. Transmission spectra are even worse. When things get complicated, a bunch of linear and nonlinear processes together yield a complex behaviour that's best just measured or at least simulated on a computer. However, the base laws and defining formulas of our chosen fundamental quantities, are mostly linear, or at least, something manageable. Superposition and proportionality are the most natural phenomena and even outside physics (economics, general statistics), this is just how things are.