On their website they state the carbon fiber they use is naturally black. (I read this somewhere on their site back before they changed the layout.) That’s why the “natural” finish is high gloss finish with the black carbon fiber patterns showing through.
For the painted harps, as with any car paint, if you’re not careful, you can scratch the paint — but then again, I don’t think many people are prone to banging sharp/rough objects on their harps or generally banging their harps around. Since the carbon fiber material is so tough, if the painted harp gets scratched, all you need to do is touch up on the paint. (Think of it like a car.)
I love their harp tasting test. I went to the answers page and kept replaying the clips over and over for the unpainted carbon fiber harp and the painted carbon fiber harp. The painted harp sounds more “contained” and mellow, whereas the unpainted harp sounds more “open” and twinkly. Personally I prefer the more “open” sound, but I would want my harp painted… So really, it all comes down to personal preference and whether you are willing to compromise.