The FDA has yet to define "all natural," so companies can slap it on anything from potato chips to corn oil, even if preservatives or genetically modified ingredients were used.
Zero Trans Fats
There's a lovely sneaky clause that allows food companies to weasel in up to 0.5 grams of trans fat, and still market it as containing "zero" trans fats.
Sugar-Free & No Sugar Added
Too bad products claiming they're sugar-free or have "no sugar added" are generally loaded with non-natural artificial sweeteners or man-made (manipulated) sugar alcohols, which can wreak havoc on a sensitive digestive system.
Too many calories overall, and you can kiss that buff shape goodbye; too much protein, and your kidneys can go into overdrive.
Added "functional" fibers like chicory root fiber, polydextrose, and oat fiber don't necessarily have the same impact as naturally occurring fiber in foods, and may cause bloating and gas.
Most of these items however, contain high amounts of artificial sweeteners and/or processed sources of fiber--which isn't exactly health-minded.
What these products aren't free of, however, are calories, and they often contain quite a lot of them. If you don't have a specific condition, like Celiac, going gluten-free doesn't necessarily mean you'll lose weight.