When we speak of natural color, it is important to realize that natural color is defined differently in different countries. In the United States there are no colors that, according to regulation, are natural.
Natural colors are expensive to produce and as they come from plant material.
The plant used for pigment extraction is generally not usable for other things, therefore the crop is being farmed for the sole purpose of color. When we consider the amount of color used in manufactured foods, it is not currently reasonable to expect that the color could all be supplied from natural sources. To date, we simply do not have the supply chain. In addition, the cost is considerably higher for a natural color than for a synthetic counterpart.