She is thin, and that is deliberate, she strives to look like that and has good self-discipline and does. It doesn't look natural, all the people I know who are naturally thin tend to have naturally thin bony faces.
That said, someone said if she was too thin it would show in her face- she's had fillers about a year and a half ago so it won't show there, she does look tired and a bit older than her age, but she has a lot of work done to keep her face plump and her body thin as that's the look she's going for.
It isn't natural at all and the fact it catches the eye and looks odd tells us that, because although we may have lost sight of what 'normal' is weight-wise, we are fed a constant diet of thin media celebs and if you start to look thin in comparison to them, you are probably too thin- see Angelina Jolie.
Diana interestingly enough didn't look that thin (bony gaunt thin) even though she had an eating disorder. Who knows whether Kate does or whether she just is very oriented around being thin, exercising a lot and is prepared not to eat puddings to do it- both are possible.