Quite a lot. For one, Churchill was born in 1874. The first law granting citizenship descended from the mother was the Cable act of 1924.
Prior to that, only the Male could pass on citizenship.
Secondly, an act of congress granting citizenship to people is just a form of naturalization, so even if Churchill had been born after 1924, he still wouldn't be a "natural" citizen, he would be a naturalized citizen.
Yeah, but did Churchill go through a naturalization procedure? LOL.