Natural diamonds are more expensive, and they therefore have a conspicuous consumption element to them. That could be valuable as a means to gain social cachet. Except you'd have to speak loudly about how they were natural.
And in doing so you are loudly proclaiming you don't care about human suffering it took to get the diamonds. That's probably fine in very wealthy circles, but in upper middle class/upper-upper middle class circles, it's likely quite gauche.
If the natural ones didn't have this faux pas attached to them by default, then they might carry more interest as a "I saved up for these" class indicator.