The term "natural scale" is a little loose. As Pavane notes, the term "just tuning" is more descriptive - and more accurate, although I think that's what was meant in the original post.

It might be worth noting that having a fretted instrument doesn't mean that you have to use equal-tempered tuning, although usually the choice has to made before the frets are mounted.

It is perfectly possible to "just-tune" a fretted instrument, if that's how you choose to locate the frets. The problem is that such an instrument is playable (accurately in tune) in only one key, unless you are able to move the frets when you change keys. Early instruments did use "adjustable" frets, often consisting of loops of "gut" that could be nudged up and down to tune the individual notes. (There is a little problem of whether the same position of the fret is in tune for all the strings, when more than one string is used - but we'll leave that as an exercise for the students.)

Since a little before Pythagoras' time, some academics have had the notion that "nature is better pleased" with relationships that can be expressed as ratios of whole numbers, and just tuning sort of "fits" with that idea. It's a pleasant little notion, but mother seems to produce numerous "physical constants" that don't seem to want to work that way; so it's debatable whether it's her idea or ours.

You can make music as long as you can "find a pleasant tone." You can make music with others only if you can both "find the same pleasant tone." You tune to suit the purpose at hand.

John