Yet for me, ctrl-d is my usual first way of trying to exit any shell or cli utility.
Whether it's natural or not, I couldn't say. Arguably the nipple is the first and only intuitive interface, everything after that is learned. After many years on my/maria I find the backslash shortcuts very counterintuitive to 'show databases | tables' etc.
While I think it's great to have both options present, I don't think the demographic of people who work out they want an rdbms, evaluate and select postgresql, work out how to install server and client components, su to the postgres user, and are then likely to abandon in frustration as they can't determine how to exit the cli, is negligible.