That's the most recent set, but they've had a long history of publishing fiction and speculation in addition to research papers. It's important to remember that Nature is a bit of an oddity among scientific publications (although its American equivalent Science is somewhat similar) in that it is really two publications in one -- the journal part where it publishes papers, and also a magazine about science where non-papers get published -- news stories, book reviews, obituaries of famous scientists, and yes, sometimes fiction as well.
It’s a magazine. Many magazines have a readers’ letter section, an opinion column, a short story, … and in case of science magazines, the short stories are traditionally science fiction.