"You cannot go against nature
Because when you do
Go against Nature
It's part of nature too."
-- Love and Rockets, "No New Tale to Tell"
In the scientific sense, everything is natural.
Truly "unnatural" things are like supernatural things -- stuff that exists only in fairy tales or horror stories or some metaphysical religions.
Saying that something is unnatural is typically a value judgement meaning that it is unhelpful, damaging, or against a goal considered inherent in some area of life, and so on.
Otherwise, a more valid if unfortunate use of the word "unnatural" is as the common short-hand for "human-made" or "artificial", similar to the way that "animal" is used as a short-hand for "animal that isn't human". Of course propulsion labs, parliaments, and property laws are absolutely as natural as mushrooms, mollusks, and manatees, but in addition to being natural the former are also human-made. In this truest and widest sense, everything that is artificial is also natural.
Other uses of the words "natural", "unnatural", and "nature" should be informed by this broadest and truest one, especially when making judgements about laws or norms or behavior. This might sound pedantic, didactic or even obvious at first, but with some consideration it may reveal itself as a surprisingly useful and clarifying point to keep in mind.
Rather than proclaiming copyright laws unnatural -- a value judgment masquerading as an objective fact (perhaps unintentionally) -- it would be more fruitful to ask questions such as, "How does copyright differ from other property laws?", "How are property rights justified?", "What are the differences and similarities between physical things and ideas?", and so on.
Yes, it's nearly free to copy digital works, which therefore lack the same level of scarcity that we experience in the rest of our lives.
Yet the creators and consumers of intellectual and digital works have little choice but to create and consume those works in the broader context of the world of physical scarcity in which society is embedded. It's sad, but you can't stop burning calories and taking up space just because you are consuming digital media.