There certainly is a natural rule that people cannot walk through walls
Since Shanks found it worthy of a closer look, I cannot resist taking it one step further: In my view, a rule is very much a man-made thing. The expression "natural rule" does not sound right to me, contrary to "natural law", which is a different proposition. Strictly, a rule cannot be either proved or disproved, but only confirmed or violated. A rule that has been violated in a few cases may still continue to be accepted, again unlike a natural law. I would like also to mention rules of thumb which are very useful inspite of their exceptions..