Like 9/11 conspiracies, it’s more comforting to think someone is in charge and in control when terrible things happen then that terrible things can happen from random and weak sources.
https://www.cdc.gov/mmwr/preview/mmwrhtml/mm5241a2.htm
Much later, Dr. Zhengli Shi found viruses related to SARS-1 in bats. These bat viruses are more distant genetically from the human samples than the civet and racoon dog viruses were; but they're significant because of the prevalence and diversity of such viruses. This suggests that SARS-1 evolved mostly in bats (the reservoir hosts), then spilled to civets and racoon dogs (the proximal hosts) and evolved a little more, then spilled to humans.
SARS-CoV-2 is close enough genetically to SARS-1 that we knew immediately that the reservoir host was bats. The proximal host still hasn't been found, despite the much greater effort to search. This doesn't mean SARS-CoV-2 is necessarily unnatural, since the exact zoonotic transmission path is still unknown for other viruses that are certainly of natural origin (e.g. Ebola). It's different from both SARS-1 and MERS, though.
And keep in mind these are only the ones we know about.