Nature (or reality for that matter) is as it is and not how we want it to be.
I basically agree with the rest of your post, but I want to quibble with you here.
I don't want to define "reality" as space-time, or use the terms "reality" and Nature interchangably. I don't see any problems with using the terms space-time and Nature synonymously.
But if we limit our definition of realitiy to the material world at the outset, we're preempting the very legitimate discussions of whether or not there is a reality that encompasses or is seperate from space-time.
Those discussions shouldn't impinge on science much, since they're better left to theology or philosophy.
I really don't see a problem here. If there is a reality that encompasses or is separate from our space-time and something in this reality can manipulate our material world then it is at least in principle measurable and thus knowable. Whereas if this particular something from outside our space-time cannot (or does not) influence our material world then there is nothing we can know about this entity or this reality. It may exist or not but in each case it is of no importance to our reality.
Some people argue that our brain is a kind of interface to such a reality but if that is the case then something from this reality which is outside of our space-time manipulates our material brain and so it must (at least in principle) be measurable. But since we don't know that much of our brains (the most complex structure we know of so far) we cannot and should not rule out the possibility that these sensations are products of our brain.