It is natural for a species to go extinct. It is not natural for them to go extinct at the rate that they're currently going extinct.
The other issue is that it's a biased extinction. The species that are going extinct are the ones that cannot co-exist with humans, that are not as well adapted to urban environments. So this is an unnatural extinction, particularly with species in Canada in old-growth forest or in pristine habitats being the ones that are disappearing from earth.