Depends on what you consider a city. Ants, bees, termites, naked mole rats all live in densely populated 'buildings', with specialized division of labor between their inhabitants. Also, bat, bird or seal colonies can get incredibly dense.
I think that there is no better way to learn interesting facts than to make confident assertions on the Internet. :-)
But the current mainstream thinking of relativism, where values are inverted, also thinks learning is bad (which is why we don't do it in schools and universities anymore), and so earnest discussions are discouraged and deemed offensive (but 5 minute shout matches on the news are still fair game).
Sorry if that seemed rude or anything.
EDIT: example of this at work: https://news.ycombinator.com/item?id=8514048
I think that this kind of statement must be qualified very carefully. I believe (though I don't know) that cities are unnatural in the sense that they don't arise in nature among other animals than humans; but I'd be reluctant to call them unnatural for humans, in the sense that it seems to me that a large part of what makes us human is the ability to live together and function (well or poorly!) in large groups.