Not only do some of the one-trick pony classes make it more difficult, they make it more boring too. Still, I wonder if Monk isn't worse than Thief in the long run? Grinding for stolen goods must be a pain though.
It really depends.
Monk has an awkward period around Act 2 to early Act 3 where it just sorta falls off in power (It goes back up because of Kaiser Knuckles) and lacks in utility options; it still has some of the highest durability in the game though and minimizes the gil cost to keep it equipped, and it's not really
weak, just straightforward. It's good at what it does, just, 'what it does' is more focused than even the Knight.
Thief doesn't really have much that makes it stellar, beside its agility (which is fantastic for mixing with other jobs) and potentially some unique steals to enhance other jobs, RNG-dependant that is. However, it offers very little that other classes can't do already (so many classes can wield daggers), stealing is extremely situational, and it doesn't really excel at a single thing like Monk does - it just does a handful of things in a subpar manner. It
does mix really well with other classes because of its agility, but again, that is lost in Natural.
So I'd argue Thief to be the worse in a Natural challenge, I think.