It's a tough spot at that F6 vote, because you know Tony has an idol and you need to take him out, but you can't vote for him because he's gonna play his idol and be safe. So your options become Ben, Sarah and Denise. I think, less than making Natalie a BAD player, Sarah at least provided enough of an opening to make herself seem more appealing and more willing to work with Natalie than Ben/Denise did (and based on the edit, this seems likely, since neither Ben nor Denise seemed all that interested in playing anything other than sticking with that foursome). Of the two remaining, Ben was more of a lynch pin to the alliance that clear bottom of the totem pole Denise, so they targeted Ben.
Going back to the above paragraph: Natalie was playing her idol at six. There's no guarantee she'd have immunity, or find a new idol at five. So she needs to keep the player most likely to benefit her game, hence targeting Denise in the revote. Not only was Sarah more willing to play with her/Michele, but if Natalie votes Sarah, it's a tiebreaker at best, and if Sarah wins fire, she's gonna feel even more alienated from Michele/Natalie, and be less willing to work with them at 5.
This one is arguable. I'd say it's better to say "Hey Sarah, I have an idol. We should really work together to take control of the game with it". For all we know, if Natalie DOESN'T reveal that idol, maybe Sarah isn't so inclined to vote out Ben.
Playing the idol incorrectly wouldn't matter anyway, since Ben got voted out. It shows the jury that Natalie was able to find an idol than Ben/Tony did not.
Apparently, Michele had an emotional breakdown before tribal about the possibility to going to fire against Tony. Now, in retrospect, Natalie probably should've tried the Underwood strategy of beating Tony herself...but I can understand being gunshy about giving up a hard fought immunity after all she'd been through in the game.
Basically, I'm not saying she played perfectly, and Chris Underwood does look like the much stronger returnee between the two, but I think that, for all her physical advantages, Chris had a much easier path to victory than Natalie did.
In both cases, they returned to a group of five in which there was a CLEAR winner standing head and shoulders above all of the others. The difference is that in EoE, Rick was on the outs with the tribe and everyone KNEW he was a big threat, so it was easy for Chris to utilize Rick as a shield and temporary ally. With Natalie, she comes back into the game and the obvious winner (Tony) is insulated in a solid foursome with two players who seemed checked out of the game, and a third who seemed oblivious to the perception that she was a goat. Chris was able to hide his threat level behind Rick, whereas Natalie immediately became public enemy number one, since the only other outsider was someone more non-threatening, like Michele. I just think the collection of Victoria/Gavin/Lauren/Julie offered far more flexibility and maneuverability than we saw from Denise/Sarah/Ben.
With that in mind, I think it was difficult for Natalie to play the kind of strong game she needed to play, and ultimately, I think the season came down to Tony being able to idol himself at six, win immunity at five, and win the fire-making at four. The EoE players were actually able to take Rick out, whereas the WaW cast couldn't take Tony out. That shouldn't necessarily be an indictment of Natalie's game. Tony just played REALLY well this season, and I think a far-too-large portion of the endgame cast allowed him to run circles around them, which limited options for the counteralliance of Natalie and Michele (particularly for Michele prior to the finale).