Natural Templates are just an option in Thymeleaf. As you can read here http://www.thymeleaf.org/layouts.html there are many options, including a hierarchical layout approach like the one you seem to prefer (I recommend you to have a look at the Layout Dialect).
However, Natural Templates are the preferred and most explained layout option because Thymeleaf was thought from the ground up to allow you to do static prototyping (in contrast to most other template engines). But it doesn't force you to.
So.. how are Natural Templates applied in the real world to avoid code duplication becoming an issue? That depends on the scenario, but one pattern we see repeated a lot is people creating full document, natural templates for 3-4 or maybe even a dozen of their application's templates, only those that are more likely to take a part in the design process --exchanged with designers, with customers...--, and simply not apply that header and footer duplication in the rest of the application's templates, making their creation and maintenance much simpler.
That way you can have the best of both worlds: a means to exchange fully displayable pages between programmers, designers and customers for the pages that this is really relevant; and also a reduced amount of duplicated code.
What's more, thanks to libraries like Thymol (referenced in the article linked above) you can even avoid code duplication completely, allowing your fragments to be dynamically inserted via JavaScript when you open your templates directly in your browser without running the application.
Hope this helps.
Disclaimer, per StackOverflow rules: I'm thymeleaf's author.