It's natural for people to look out for the well-being of others. Human beings have been designed by evolution to be a societal and social creature. As such, we have a natural sense of empathy and sympathy, we naturally care about the feelings of other living things. To cheat would be unnatural because it completely undermines that, it goes against our natural desire to have those close to us be happy, because cheating brings unhappiness.
Polygamy is not natural for homo sapiens, it's natural for Neanderthals, the species that existed without the natural empathy, intelligence and sympathy, the natural desire to see those close to us happy and not sad, that homo sapiens have now.
Monogamy is indeed natural for us because we aren't Neanderthals who exist merely to reproduce and survive, our existences are deeper than that, we have evolved to care about the happiness and well-beings of others, and if monogamy achieves that, then it's natural indeed.