If they are not naturalized, they are “natural born”. A good way to look at it is this: if you are a citizen and were never naturalized, you are, by definition, natural born.
That is, the conditions of your birth are what make you a citizen.
That is not a good way. It is an oversimplification that is vulnerable to a nuanced definition of naturalization. That definition does not allow for the rebutal of the "if a person is a citizen at birth they are not naturalized" argument.
The above simplification does not reflect the realization that the person is a citizen at birth because of naturalization laws that declare him/her so. That is why there is a special term for the group of citizens with a natural allegiance at birth, those born in the US to citizen parents. They are American citizens wholly and can be claimed by no other nation.