Since you're here dr ethics (OP), why is natural training good? Just because it is natural? Do you think cyanide is awesome as well since it is naturally occurring? How about sexism and racism, two very natural human traits that are gotten rid of via unnatural methods like education?
It's about sport/psychology.
In sports you push yourself to your natural limits and contest are suppose to determine who put the work in training and has that natural talent.
For instance,
Floyd Mayweather who has publicly been tested by the
US Anti-Doping Agency, the most strict drug test in the world, is the best boxer that ever lived and is natural. He was born with the genetics and trained all his life to be the best/champion.
Psychologically is exposes the strong from the weak mentally. If you have to rely on drugs to look a certain way then you're an insecure narcissist. I dislike people like that.