The precise state of matter studied in this paper I think is unlikely to exist "naturally".
But yes there are states of matter that exist in nature but are just not obvious until you study them carefully in a lab. For example antiferromagnets exist in nature at naturally cold temperatures (see hematite), but unless you’re looking for them, they just look like normal nonmagnetic solids. Thus they were discovered millennia after ferromagnets.
But there are more exotic states that were first discovered in labs and later theorized to exist in nature, but that have not yet been proven. One example of such a theory is that a superconductivity-like state might occur naturally in neuron stars:
https://en.wikipedia.org/wiki/Color_superconductivity
But yes there are states of matter that exist in nature but are just not obvious until you study them carefully in a lab. For example antiferromagnets exist in nature at naturally cold temperatures (see hematite), but unless you’re looking for them, they just look like normal nonmagnetic solids. Thus they were discovered millennia after ferromagnets.
But there are more exotic states that were first discovered in labs and later theorized to exist in nature, but that have not yet been proven. One example of such a theory is that a superconductivity-like state might occur naturally in neuron stars: https://en.wikipedia.org/wiki/Color_superconductivity