How can I use my mathematical background when applying to physics PhD program?
I actually think the problem isn't that your math classes are off-topic. I know lots of Physics PhDs who double majored or minored in math.
The problem is that you're focusing an awful lot on your coursework in your SOP. Your classes really shouldn't be the focus: anyone reviewing your application gets that information from skimming your transcript. Most professors in physics departments are familiar with the classes you took by their titles and already know how they would relate to physics research, so making it a centerpiece of your SOP is a waste of space. You can give the double major at most one paragraph to tie it into your goals.
You should talk about your research more. It doesn't necessarily have to be impressive, but your ability to function as a researcher is more important to your promise as a PhD student than how many upper div math classes you took.
A double major will not totally make up for a lack of research experience in a grad school application. Succeeding in classes is a different skill set than succeeding in research.