It is more natural. It lets the bees decide what cell size to make without any man made stamped blueprint (as if bees need a guide). It gets you away from plastic (bees seem to resist plastic) and away from recycled purchased wax foundation. Wax foundation almost always contains contamination, since it is recycled bee's wax (contaminates from hive chemicals, medications, toxins, get absorbed by wax).
Letting the bees build their own cells results in a "natural" cell size which is smaller (4.7mm) than standard (5.4mm) purchased printed/embossed foundations. Even if you purchase "small cell" foundation, it will still only be 4.9mm. Bush Bees explains the implications that "natural cell size" had on beekeeping and Varroa mite stabilization which may help you become "treatment free".
How to do it?
The simplest method for me is using the breakaway bar of wedge top bar frames. Whatever starter strip method you use (Popsicle sticks, 90-degree corner molding, cut-up foundation strips, etc.)... just make sure not to be tempted to wast your time and coat, pour, or rub wax onto the starter strip. It serves no purpose and may even result in a weaker connection than just letting the bees do it.
What do the bees think... do they like it?
See for yourself. Below is one of many filled out frames by my bees. Notice that they strongly attach at key points and allow the hive to be inspected like a standard hive with foundation, without a lot of fear of breaking off the comb during an inspection. Also notice that the bees make their own communication holes and voids as they feel they need... where they want them.
These bees, as with all my current colonies, are treatment free. Very enjoyable doing beekeeping more naturally.
This is intentionally a very short post. I don't have time to go into all the benefits of foundationless beekeeping and what it can do for you; however, if you would like much more information, visit my favorite resource for natural beekeeping Bush Farms Bees (Michael Bush).