Just taking a guess, so take this with a grain of salt. But it could be either:
1) At some point, the lessons might teach different prefixes and suffixes to modify words (ex. natural > unnatural). So if it hasn't been taught, it might not be accepted because it's not expecting you to know.
2) It could be picking at straws, but there IS a difference between 'not natural' and 'unnatural'. Duolingo is a little hit or miss when it comes to translating literally vs. figuratively, so that might be what's happening here.
You know, that IS a good idea. Duo could literally start a stream on synonyms and antonyms. (Is there one already that I'm not aware of?) I'm sure that'd go a long way in strengthening the language education.
I agree there is a difference between 'not natural' ("Rains at this time of the year are not natural.") and 'unnatural' ("That house is famous for unnatural phenomena.")
I looked up:"unnatural" google translates to "antinatural"; so maybe "Rains at this time of the year no son naturales " but "Ghosts son antinatural beings."
Of course, I am also guessing here.