It's interesting that this thread, out of so many that compare the merits of various caminos, has attracted critical responses. I'll sidestep the discussion about the nature of pilgrimage, and focus instead on the nature of nature.
If by "nature" we mean a landscape that hasn't been shaped by human intervention - virgin forests etc. - I think that this is vanishingly rare on the camino routes in Spain. Pilgrims, historically, have cleaved to the "beaten paths" (e.g. trade routes and cattle roads) rather than straying far from them. When taking routes from town to town, one tends to pass through agricultural, not natural landscapes. Today, even when you find a wooded area, it's often a managed woodland with trees in neat rows.
Perhaps the dehesa that one walks though in Extremadura on the Via de la Plata has relatively little evidence of daily human intervention - livestock roam freely on the plain with scattered holm oak trees. But this is not a forest. It is far from lush and while the plains may appear wide open at first glance, the beasts are nonetheless kept on their owners' territory by fences and walls.
To say that it is not natural is not to disparage the scenery of the camino. I have spent many days agog at the splendor of the landscapes - from the badlands around Guadix, the vast olive groves around Baena (although, to be honest, this monoculture has gone too far), the dehesa in Extremadura, and the lush countryside of Galicia. For me, the chance to contemplate these landscapes is a large part of what makes the camino rewarding.
If you want true wilderness and forests in Europe, I think the best place is Romania. If you want the lushest landscapes in Spain with all the infrastructure to support you, I think Galicia is the place to go. If you want a pilgrimage that takes you through virgin forests and cost is no object, I think the Kumano Kodo in Japan is probably tops.