Sugars and calories both occur naturally in fruit. There's no such thing as a sugar-free orange (nor are there any natural "calorie-free" foods... unless you consider ice a "food"): thus, there's no such thing as a "sugar free" orange juice. "Calorie-free" sweeteners are about as far from "natural" as you can get (and currently suspect in a wide range of health issues).
That said, "all-natural" juices tend to be from concentrate with added sweeteners and flavorings. That's because plain squeezed fruits are sour, expensive, and don't keep on store shelves very long without additives to preserve them.
If you want all-natural juices: you'll have to squeeze them yourself.
As long as the ingredients of an additive or flavoring occur in nature, the "all-natural" label still works... though it is often deceptive.