We've already talked about the *simplest* example of the "holy trinity", which would be the Curry-Howard-Lambek correspondence. In particular, we can take a look at how the simply typed lambda calculus also corresponds to propositional logic and "closed cartesian categories". I never mentioned this latter term, but it basically works out to having products defined and a terminal element, both of which we covered, and exponentials, which I didn't get around to. So in a rather deep sense, the simply typed lambda calculus *is* natural, because its structure also arises in logic, category theory and set theory.
An analogy to programming would be comparing a
run-of-the-mill library for doing something specific compared to an abstraction
factored out of a bunch of different use cases. Energy types are like a
codec library or something: they're great at doing one thing (modelling
energy use or decoding video, respectively), but are not widely
applicable and do not give any insights on types or computation in
general. On the other hand, an "abstraction" library like lens is
applicable in a whole bunch of different places and a whole bunch of
different ways and leads to interesting, non-trivial generalizations
(like traversals and prisms).
As far as types go, another interesting take are "linear types", which are pretty fundamental, popping up as linear logic and closed monoidal categories. In fact, for an even more general overview, take a look at Baez's famous(ish) "Rosetta Stone" paper[1] which relates all this to physics and topology. It's worth a read even if you, like me, don't understand most of the physics or topology involved.
To me, this is a strong indication that something is "natural": it keeps on popping up all over the place, in seemingly unrelated places. This is also what the "Rosetta Stone" paper tries to get across with the structures it talks about. The "holy trinity" is just a particularly clear criterion for what "popping up all over the place" could mean.