Natron does not exists in any Ubuntu repo I know about, so you are probably running the snap package (my guess since Natron will show you files in the file dialog regardless, and snap’s are sandboxed as far as I know). I don’t know where that package is maintained, but the package should have basic file access (at least your home folder) available(?).
Official binaries are always recommended.
Btw, If you do download 2.3.14 from the website note that you will need to apply a hotfix:
I recommend one of the 2.3.15 RC builds available on github.