Is any 'natural talent' ever really fully developed without some form of instruction or learning? NO.
Shakespeare would not have been the wordsmith he was if he had not spent time studying other writers (heck he almost wholesale stole from Plutarch for the historical plays). We don't have "natural talent" scientists who never were trained, or "naturally talented" pilots, soldiers, or any other skill/career/craft that people can practice as a trade without some formal training.
Natural talent is like raw material and is sometimes called "raw talent" that formal instruction can refine and mold. If targets and directs the talent so that it can be combined.
Talent isn't enough though. THere has to be passion for the topic that your natural talent is in, some kind of work ethic, some kind of desire to 'take it to the next level', sometimes there has to be LOTS of logistic support (financial support, family support for driving/encouragement/...).
Think about the Olympiads that just finished competing. I imagine they all had some 'natural talent' that made them stand out BUT they almost to a person ALL talked about how their coaches and 'heros' really helped them find their best performance.
Whether a very formal (school type) or informal (backyard group or like a "Finding Forrester" type of mentorship) or a sink or swim environment, people will learn how to use their natural talents.
I would say look back on all the things that seemed to be 'natural talents' and really think about it. Usually it is something that you love doing and don't even realize that you have spent thousands of man hours doing it because at the time it was FUN. It was fun making improvements or just doing it, horsing around. I used the Gretzky example because, according to his interviews and his father's own recollection, no one had to tell him to "practice hockey" when he was home. He loved the sport and 'played' hockey so much that he mastered skills early and enhanced his natural talent with practice - it just didn't feel like practice. SO I would say that the "Great natural talents" need to be passionate about what they are naturally talented in or else the talent will not develop because it will not be used, improved or developed to a level that will get noticed.
The POINT of a training/education program is to develop a language and sensory awareness of what and how you are operating "naturally." That means learning the language/jargon of the "meta" study. Martial artists use tons of jargon for the sake of communicating specific things that either need to be evaluated, trained or tweeked. Once that is established, you progress through skill sets that are suppose to build from earlier training.
GOOD training will promote or progress people based on demonstrative skill AND UNDERSTANDING on a conscious level of what they are doing so that they are aware of what they do well or poorly for further improvement OR to be conscious of what they are using to 'create' new or improved performance.
Folks that are purely natural talents without a love of what they are talented in, without a conscious 'feel' for what they are doing or without a common language to discuss things so that they can seek guidance or understand guidance will be like animals - they can do it at an instictual like level, but they don't know where they are or how to get to the next level.
We are humans, we perform best with conscious understanding and willful examination DURING TRAINING. When the fit hits the shan, you still have to be able to 'click on' (which should be something that is part of the training).