> If circles are natural and numbers are natural, then why does their relationship seem so unnatural and arbitrary?

It is not in any way unnatural or arbitrary.

However, there are no circles in nature.

> You could imagine some advanced alien civilization, maybe in a completely different universe, that isn’t even aware of these concepts.

I can't actually imagine that ... advancement in the physical world requires at least mastery of the most basic facts of arithmetic.

> just hoping someone can enlighten me

I suggest that you first need some basic grounding in math and philosophy.