Gosh this is confusing. A key can only be major or minor. Natural refers to the note itself and means that the note is (in this case) A and not A flat or A sharp. To confuse things even further the A minor pentatonic scale can be used in the key of A minor and sometimes in the key of A major. The A major pentatonic will only work in the key of A major though and not A minor. Some players blend both minor and major scales in the same solo. A good example of this is the solo in AC/DC's Highway To Hell.