If the most popular key is Cmaj, Emin makes more sense than seeing Emaj.
Also, in this way we can say "C major" or "C minor" to refer to the key of the song. We use "natural" when its important to distinguish from a note that has a sharp or flat - e.g. C# versus C natural.
In Italian, how would you refer to the key of Db major - "Db natural"? How would you refer to the key of Db minor?