Certainly, we don't know everything there is to know about Natural Allies. A couple of questions I have thought of is whether or not the Ruler of the side Natural Allies are allied with can disband those Natural Allies. Do Natural Allies themselves have an Overlord? They almost certainly have warlords, otherwise, the Gobwins were dooming themselves to neutrality when the took over Gobwin Knob. Besides, someone has to make the decision of Breaking Alliance.
Now, the issue of becoming a Neutral is particularly interesting. In Parson's 12th Klog, Parson mentions that when a side's Ruler croaks without an heir, their field units disband and all units within cities can no longer take initiative. What is interesting is that Natural Allies are not the Ruler's units. They are simply allied. So would Natural Allies still be able to take the initiative? Would they keep their field units? Or would they be stuck in the same situation as long as they are still allied? The most likely two resolutions to this Neutral conundrum is that either they lose initiative as long as they stay allied or it is not possible to be allied to Neutrals and their alliance automatically breaks. Anyways, these are my thoughts.