Natural materials do have a longer history of use and both positive and negative effects are better known. It takes many years of use under different circumstances for side effects of materials to be known. In nature, chemicals are found in combinations and mixtures. The companion chemicals modify the effects of each other. Isolating substances or putting them in different combinations may cause them to act very differently.
Pure chemicals are very expensive.
Isolates from natural materials still contain trace amounts of contaminates from their source materials. Synthetic materials contain contaminates from the reaction process. These impurities make the odor quality of a chemical from a natural source different than that same chemical that has been synthesized. Other properties may also be affected. In the terminology of the fragrance industry, it simply means the starting material was from a natural source rather than petroleum products.