From my point of view I must disagree on the alien/elf is "natural." While I can see the point, to me a natural is Batman or Green Arrow. Even Captain America can squeeze in there since he is not personally superhuman despite getting "maximal" in a decidedly science-y way.
Aliens are the stock and trade of science fiction, so to me aliens come under the "science" origin. Granted this doesn't strictly fit the definition, but to call Superman a natural doesn't seem right to me either. I figure if it took some outlandish tech to get them here in the first place, then science or tech is the proper origin.
Supernatural creatures, however, I feel belong squarely in the "magic" category. Gods, monsters, races are all the products of supernatural forces. Again, "normal" elf or not, without magic they would not be here.
But then, my feelings about what constitutes a "natural" is even more limited than the OP. For example, nearly every one of his "adequate" sets, and even more of the "dubious" are outside of the origin as far as I'm concerned.
That being said, a strictly "natural" character would be have very few power sets to choose from in this game. There are certainly isolated powers within many sets that might qualify, but taking a power set and only choosing two powers strikes me as being a very good way to very badly nerf your character. Being a practical person I will admit that some flexiblity is neccesary to give naturals a decent scope in the game. But then, origins are fairly pointless for anything but enhancements anyway, so why not call a spade a spade and take the origin that really fits?
To really make the origin work there needs to either be more powersets appropriate to the origin (especially a good movement power - "Vehicles" anyone?), or a more open powers structure that allows you to pick and choose without the restraints of power sets.
In the end, it's a game. If you're having fun it doesn't really matter.