I get the most enjoyment out of finding a natural stone, literally on the ground, and then discovering it's usefulness as a sharpening stone on my simpler blades. I only have a couple of examples to date, for that. One is a small piece of sandstone/siltstone, very fine-grained, that worked like a waterstone, shedding a lot of grit in the process. Worked well when I tested it on a blade of 420HC (Case), using it to completely reset the edge, then stropping with some of the same stone's slurry on leather, to clean up the burr. Finding stones like this is rare where I live. But it's a great satisfaction when it happens. That's when it feels completely 'right and proper' in the truly natural sense, having spent literally nothing money-wise, but just some time to take a walk outside and look around. Most of the real reward is in what's learned in the process of finding and using them, and less about the real capabilities of the stone itself, other than being able to perform fundamentally in the first place.
It would be very hard for me to derive the same satisfaction from a natural stone, if I'd had to gamble in spending $40 - $80 or more, just to find out if it lived up to my expectations or not. That's the core of my hesitancy with buying these at such prices.