We don't have borders around cities. We don't have borders between counties (even between Lancashire and Yorkshire). We don't have a border between England and Scotland. We don't have one between England and Wales. We don't have a border between the two halves of Ireland. The 48 contiguous states of the US have no borders between them.
Obviously those borders do exist in a theoretical sense, but apart from passing by a sign you wouldn't really know that you'd moved from one place to the other.
So no, I don't think borders are a natural state. And besides, drawing lessons from the time when neighbouring tribes a few miles apart might be at war with one another seems to be a bad idea on principle. Even Schengen's lack of borders isn't in itself a problem. The issue is that the countries aren't homogeneous enough for the lack of borders to be a non-issue, and the coordination between Schengen states on matters such as policing is... well, it needs improving, for sure.
But the borders themselves? They are mostly historical accidents, and I look forward to the time when people will come to realise that.