"Natural" and "chemical" are often misunderstood. Contrary to belief, natural isn't always safer, nor chemical always harmful. Scientifically, every substance — even water — is a chemical. What matters is suitability for the skin, purity and correct concentration.
Some natural-origin ingredients can irritate sensitive skin (e.g. certain essential oils), while some lab-made ingredients are very well tolerated. Skin-identical lipids, for instance, are usually lab-produced — which is exactly what makes them pure, standard and skin-compatible.
Focus on the whole formulation and suitability for your skin type, not marketing labels. Prefer barrier-friendly, well-tolerated, transparently-listed products. When unsure, consult a physician.