They were still thinking in terms of individual immunity. Given some of the blindsiding that's gone on, it's a natural reaction to cover your own ass first and then worry about the strategy of who will get voted out. I seriously doubt anyone will be able to talk Natalie into giving up a shot at immunity since she just watched her closest ally get the boot. She'll be the next one to go after Erik, unless one of the other three want her as a patsy to secure more jury votes. Of course, there may another HII just to muck things up.