I don't see the basis for this idea of a natural sound - and if a source alters the response then you're screwed any which way. The way you hear a given pair of headphones will never be what the engineers had in mind even if you had the exact same source as them, and if you do hear something that sounds natural, you can be sure the drivers aren't what's producing it but rather the acoustic filtering produced by your pinna and ear canal, which are unique to you and which you can't get rid of. The notion that you can have direct access to 'the sound of the headphones' is fantasy to begin with, in my reasoning.
The second point about there being a limit to what you can accomplish through EQ is true in the sense that there are certain limits, but do they matter? I've literally EQ'd headphones to have 99% perfect impulse responses, something you can never achieve by modding nor by throwing money at headphone.com. So if you mind that you can't get the last 1% with EQ then you've at least gotten twice as much as you otherwise would've.
Some people just have a preference to not EQ, and that's fine. Sometimes it might prevent them from getting higher-quality audio, but...
I am not talking about the "natural" sound of the headphones as in what they were "intended" to sound like, but rather what they sound like on a non equalized source to you. Obviously sources are going to have some influence, but not as much as a full on equalization will. My point was that if you are used to your headphones with a certain EQ and then you go and plug them in to someone else's stereo they are going to sound totally different, so in order to preserve the sound you want out of them you need to carry around whatever holds your EQ everywhere. I prefer to have headphones sound how I want them to on any reasonably neutral device, so I prefer not to equalize them. I listen on a lot of different devices that have very different EQ capabilities, so there is no way I would be able to match them exactly.
This is more of a convenience argument than anything else, but it matters to me. I had a pair of HD280s for 7 years that I had to EQ to get a sound I didn't hate, and it was very hard to listen to them when I switched to something without EQ capability.