Is natural infection better than immunization?

While there is some evidence that natural infection provides strong immunity, the difference between the two lies in the "price" you have to pay for immunity.
The "price" you have to pay for vaccination is the inconvenience of multiple injections and sometimes a sore arm, whereas the "price" you pay for every naturally occurring infection is much higher, e.g.  poliomyelitis may lead to paralysis or  mental retardation; infections caused by Haemophilus influenzae B (Hib infection)  may lead to meningitis, myocarditis, and sepsis; viral hepatitis B can lead to liver cirrhosis; epidemic parotitis (mumps) can cause deafness; chickenpox can result in pneumonia, etc.

It should be understood that the main purpose of vaccination is to prevent complications and death.

Immunity fades over time for both those who get sick naturally and those who are vaccinated. Also, there is no 100% protection against the virus in both cases. However, the risk of natural infection, that may cause complications, severe course of the disease, and death, is many times higher than that of the vaccine. This is the reason vaccine was created: to teach the body to resist the threat, to train the immune system to recognize a pathogen and to be prepared to help fight it if it encounters this enemy in the future.