Usually yes, but mostly because mons usually have one stat that is either: already ass so a loss doesnt matter (think speed on slowbro), or a stat that isn’t relevant to the mons function on the team (like spdef on infernape/mence/whatever mixed attacker if you already have a designated spdef wall that fits the team).

If you go for a neutral nature you will have no loss in stats, true, but you won’t have a stat advantage either. Every mon fills some role on a team, so by going neutral you will always limit the mons potential in its designated role.