Where is the proof that cigarettes wouldn't be "safe" if they were all natural?

I suspect that the reason you've not seen such a study, is because none have been done. I really don't know anyone who has smoked natural cigarettes exclusively, never having smoked a Marlboro or a Winston (or other combustible plants). Common sense dictates though that smoking isn't good for you. Whenever there's a gr or forest fire (we have those here) the health officials warn of poor air quality, and that people with respiratory issues should stay indoors. All that's burning (aside from a house here and there) are trees and other natural plants. Contaminants in the air we breath are not good for us, whether they're natural or not.