It's not correct to say that it's an artificial sweetener -- not all non-caloric sweeteners are artificial, and not all processed additives are synthetic. That is to say, erythritol occurs in the environment in all kinds of settings, where e.g. sucralose is artificial because it needs to be synthesized by humans in a laboratory.
To be clear, that is the only sense in which I distinguish artificial/synthetic and natural substances -- those words are heavily loaded now and carry with them all kinds of connotations to the point of not even being particularly useful, but if we're going to use them we should at least be correct!