Huh? I've never seen anyone seriously saying pyramids aren't made from natural stone. Seems like it would be very easy to check.
It's amusing to look into. Checking is not so easy - the concrete looks just like natural material. Finding an object embedded in the stone would prove it.
Examining a chip off a block under an electron microscope revealed differences from native stone.
By report, the Peruvian block faces lack the embedded marine animal shells found in natural limestone. (I have not examined them myself.)