Incorrect. Nowhere is it written that you must be born on US soil to be Natural Born. Only that you are a citizen by birth (as opposed to becoming one later, such as Arnold and Henry).
Then why did the Founding Fathers ‘grandfather’ in all the people when the Constitution was written if this wasn’t important?
Let's see ...
No person except a natural born Citizen, or a Citizen of the United States, at the time of the Adoption of this Constitution, shall be eligible to the Office of President; neither shall any Person be eligible to that Office who shall not have attained to the Age of thirty-five Years, and been fourteen Years a Resident within the United States.
Could it be that there wasn't a United States when they were born, and they didn't want to wait 35+ years for the first POTUS to be inaugurated? Grandfathering themselves was the obvious solution to an obvious logical problem.