Sherry -
I LOVE Wholesale Supplies Plus (WSP). There is a huge debate about what really is natural. And that's probably why it's listed as natural. Because some peoples definition is different from others. They can be FDA approved and still not be natural. They are being called natural because they are mined from the earth. BUT then they are taken to a lab and "cleaned up", filtered, and whatever else they do to make them "Stable" to use in cosmetics, and therefore are no longer considered natural.
I do think that if you are trying to stay more towards a natural product, then iron oxides are your best choice. The only colorants 100% natural are herbs. But your choices are limited. You can use paprika, tumeric, saffron, and there may be a few others.
Carol, who owns Simply Soap, gives a pretty good explanation of natural vs. synthetic. Maybe you can read this and understand a bit more.
http://www.simplysoap.com/Natural VS. Synthetic.htm
Once again - I love WSP. THey have terrific customer service and I like one stop shopping when I need a little of everything. The whole natural thing is greatly misunderstood, and it's just one of those things. I wouldn't bash them because of it as they, like several, just have a different view on natural.