There are numerous logic paths to figure this out, your’s being yet another. Another possibility- Born on a space station, natural born to every country in the world.
“Born on a space station, natural born to every country in the world.”
That’s completely illogical.
The concept of natural born citizenship means that a person is innately and fundamentally bound to ONE nation, and NO OTHER, by their circumstance of birth.
Someone born off planet would inherit the citizenship of their parents, but they would not be natural born of their parents’ home country.
As long as it’s possible to consider that person to be a citizen of any other political union or physical territory (outer space, in this hypothetical case), they’re not natural born to any country.