(Let's assume that "natural" refers to someone who has had lucid dreams since they were young, without any "deliberate" effort as such.)

I had a brainwave today that maybe bed wetting - at a young age, obviously - may be a trigger for becoming a natural. This was my own experience with bed wetting when I was younger: I would need the toilet, but I would dream of walking to the toilet and then going to the toilet. It was only then I would realise that I was actually still in bed and had wet the bed. The bit about walking to the toilet was all a dream. Now, suppose our "natural" was a deeper sleeper than me. They would dream of walking to the toilet, dream of using the toilet, but then wet the bed for real. However, because they're a deep sleeper they sleep on, despite being in a wet bed. In their dream they had walked to the toilet, gone to the toilet, and once there was no need to use the toilet for real they would find themselves still in the bathroom, in a dream that is as good as lucid.

Maybe we could find out that naturals are deeper than normal sleepers (or maybe only in their early years), or were late-developers when it came to mastering bladder control during the night?