And yet, despite nature being composed of atoms, we can speak of nature. We can speak of humanity, despite humans being primates, and we can speak of civilization, despite other primates not being capable of civilization. Language is merely breathing and moving the tongue, yet choking is not language. Water is not hydrogen peroxide despite both being composed of hydrogen and oxygen.
Not every reductio ad absurdum argument succeeds in disproving the value of the abstraction it seeks to deconstruct. All social constructs are not natural constructs in the sense that "natural" is being employed here. Capitalism is not defined by the laws of physics. Animals don't practice capitalism. Capitalism is a "natural construct" in that we humans are biological entities and therefore a part of nature, but capitalism is not a natural construct in the sense that it is defined entirely by physical law or immutable biological instinct. The context matters.
These terms do have meaning. The fact that you can attempt an argument based on their semantics, which differs from simply pounding random letters on the keyboard, demonstrates that they have meaning.