It would depend on the context, i.e how the writer conceives of 'nature' vs 'the natural environment', since the first is literary and the second is scientific.
I'd thought that "in the natural environment" is less confusing than "in nature" because "in nature" have several meanings and the readers might get it wrong depending on the sentense structure.
e.g. I can't relax in nature.
(I can get it either way: I can't relax at all; or I can't relax in forests, etc. and I better relax when I play video games.. )
'Relax in nature' is an odd expression, but it could only mean 'relax outside in the natural world'. You are thinking of 'by nature': He is an energetic man by nature.