Natural light is often used for close ups to give it that natural look. There are times where using flash cheapens the look of a subject...especially direct flash. It also enables you to open up your aperture for that out of focus background look. It also gives the subject natural colors and contrast.
Using this technique requires you to place your camera in a tripod. A very slow shutter speed is also recommended to let more light in the sensor. This means you also need to have a shutter release to avoid you from touching the camera and moving it.
A very good practice would be to take 2 shots of the same angle, one with flash and one without. Then compare it. Go with whatever you think looks best.