I'll get in on this
For starters, I must agree that no bunker is really natural, per se, to use the most strict definition of what "natural" is.
What I wish to add, however, is that something must be mentioned here about courses built on sand.
Everyone knows that most of the great courses of the world are built on sand. Take PV, for example, the bunkers blend seemlessly into the native terrain primarily because the native terrain is sand. It is easy to accomplish "natural" looking bunkers at places like Cypress, Pac Dunes, Sand Hills, Melbourne, etc because of this fact.
I'm inclined to think this is where the notion of a "natural" bunker has originated from. It comes from hazards that seem more like an extension of the existing landscape then something that was "built".
What this calls into question now, IMHO, is what about courses that are not built on sand. How does a bunker become "natural" in this situation. It is hard to make a "sand bunker" blend seamlessly into the existing landscape if the landscape is not that of sand.
For this reason I am a fan of anything that attempts to serve as a transition between native and artificial. Take heather, like we see in some of Fowler and Colt's stuff. I love to see it in the noses of some of those courses like Walton Heath. There is something to me about Pete Dye's waste bunkers that seems to "fit" at a place like Sawgrass, Harbour Town or Kiawah. They seem to go hand in hand with marshland.
What is facinating to me is why I love Oakmont's bunkers so much. I don't know what it is, I can't explain it, but I love em. I think it has something to do with their irregular shapes and eroded edges. To me this seems more in tune with nature, even though they aren't "natural," again, per se. To me nature and natural is not synanomous with clean edges and symetrical shapes. It embodies a spirit of imperfection and evolution.
Golf is an outdoor sport. It might be my bias but I prefer my courses to appear that they have always been there. I look at golf course architects as discoverers, and for this reason I suspect I would be poor at creating a Shadow Creek, for example. However, Pete Dye has done a fantastic job, IMHO, with Whistling Straits. Not a one of those bunkers was there in the beginning but you'd have a hard time convincing someone who knows nothing about the evolution of the course otherwise.
I think a lot of what makes golf golf is steeped in tradition. It all started in Scotland and thus the spirit of the game is intertwined with the attributes of those early courses. Sandy soil, wind, tall grasses, undulating ground.