I consider four reasons to adopt the criterion of naturalness in the context of effective field theories (EFTs) of fundamental phenomena, the first three less compelling than the fourth. The first three are (i) naturalness has had modest empirical success, (ii) it can be quantified, and (iii) it is consistent with an image of EFTs that is underwritten by what Williams (2015) calls a "central dogma"; namely, that phenomena at widely separated scales should decouple. I argue that these are not compelling reasons because (i) despite its modest empirical success, naturalness has had spectacular empirical failures; (ii) subjectivity plays a large role in defining a quantitative measure of naturalness, and if the intent is to demonstrate how unlikely unnaturalness is (how unlikely fine-tuned parameters are, for instance), then this risks begging the question; and (iii) there are versions of EFTs that, arguably, are not governed by the central dogma; namely, what Georgi (1993) calls continuum EFTs. On the other hand, a fourth reason to be natural is that naturalness underwrites a non-trivial notion of emergence. Naturalness, as an insensitivity of low-energy degrees of freedom to the dynamics of high-energy degrees of freedom, might be associated with a notion of robust dynamical independence, and one might argue that the latter is a necessary condition for emergence (the other being some form of dependence condition). Thus to the extent that one desires to interpret the phenomena described by an EFT as emergent, one should desire to be natural. The general moral is that naturalness should be considered an empirical hypothesis with ontological implications; thus, given its current empirical status with respect to the Standard Model, caution, but not prohibition, should be urged in using it as a guiding principle for theory construction.