Natural consequences are way too long term for most young children (preschool) or younger primary children, and ditto older children with e.g. ADHD.
So if you are relying on "you'll feel uncomfortable and in the morning you'll feel sweaty, and I'll have to wash your clothes more often so I won't have time to play with you" that's way to far ahead to work.
A linked but immediate consequence is the way to go "when you have your pyjamas on you can listen to your audio book" or "I'll come and read you a story and put on your starry nighlight for you".
I don't think younger children need a "why" for every instruction. Early secondary school children are unlikely to knuckle down and get on with their homework if the natural consequence is "you won't do well in your GCSEs" or "you will need to be able to write well to get a good job". This means nothing to most Y7/8 though "you can go out to play", "you can have some tablet time before bed", "I'll put on that programme we both like" or "I'll get that ice cream out of the freezer" are all immediate and also are the same kind of reward we give ourselves, as adults, for accomplishing a hard but possible task. Also, "you won't get detention for not doing your homework" is much more immediate but possibly means less to a Y7.
By the time they get to year 9/10 the GCSEs might seem more imminent but again for some they will not and they will potentially learn through natural consequences and buckle down for resits...
For some, the pleasure of doing the work/getting the pyjamas on will be reward enough, and for others once they've done the routine several times they will learn to anticipate the reward (having the bedtime story, feeling accomplished because they did the Maths, actually enjoying the reading for English rather than just feeling good because it's done and they don't have to do it any more).