You might not realize this but MSG stands for monosodium glutamate. This simply means that it is consisted of one sodium (Na+ cation) and one glutamate (an amino acid anion). MSG is an ionic compounds, so once it enters your body, it essentially dissociates into its parts mentioned above.
What is sodium?
It is essential for the maintenance of ionic concentrations in your body (more specifically the water contents in your cells due to osmosis). It is also important in generating the electric potential in your nerve cells. Of course in the current day and age, sodium is pretty much found in anything.
What is glutamate?
Glutamate is an amino acid, meaning it is the basis of many of the proteins in your body. It is perfectly "natural"; there is really nothing "artificial" about it. All the substitutes above contains glutamic acid, which is basically a MSG molecule with H+ replacing Na+ as the cation. It is broken down in the body in the exact same way as MSG; both results in free glutamate ions.
tl;dr version
1) There is nothing "not natural" about MSG
2) Every food containing glumatic acid naturally is essentially chemically equivalent to MSG.
3) There is no scientific literature associating MSG consumption with increased health risks. All the claims of dizziness and uneasiness after MSG consumption has no statistical basis whatsoever in a double blind placebo experiment.
4) There are way worse things (with serious health consequences) that we consume on a daily basis; nevertheless, people still consume them.
5) Just stop worrying, enjoy your food.