Does changing earphone tips or pads also "affect the sound's naturalness"? How about using a tube amp? How about modding, or buying a modded headphone? Or using an Audeze IEM with their cypher cable or Reveal plugin?
All these things change the frequency response (some have other impacts on the sound as well), and none of them are "natural," nor is there anything particularly natural about playing about digital or analog audio to begin with. They all have their place IMO, but EQ has two great advantages: it can be targeted and controlled quite specifically, and it's quick and easy to toggle between EQ settings (or no EQ). Of course, nobody's forcing you to use it; if everything you own already sounds exactly as you want it, you're set. : )
But FWIW, when I test something new, I listen both with and without EQ. If something is already spot-on for my preferences, or quite close, that's great. But if it has good technical performance and I can adjust its tuning to be right for me...that's also great. Doubly so if it means I can get better performance for less money.
Anyway, this is all quite off topic, so apologies to everybody else.