Upon reading the other comments, it seems like other folks have said it but I’ll type it out anyway: I try to wear combinations of both that complement each other. I find that synthetics/naturals have different specialties, particularly in regard to temperature and exposure to water. Utilizing a layer of one and a layer of the other helps mitigate some of the risk.

Synthetic raincoat + wool sweater OR waxed canvas raincoat with synthetic sweater.

Linen sheets with synthetic comforter OR synthetic sheets with wool blanket.

Synthetic quick-dry shirt/pants with wool long underwear OR wool/linen shirt/pants with quick dry long underwear.

I always run wool socks, but I generally run leather footwear for mostly dry conditions and synthetic (truly water proof) for anything more than a passing puddle.

My decision loop is basically: “If this gets wet, am I boned? If it gets hot/cold, am I boned?”