It is playing with words.
'Natural born' can mean two things.
- For the U.S., it would be someone who was born in the U.S. or born to born to U.S. citizens overseas.
- For birth, it would refer to a natural birth - one where the baby is not taken out in an operation. C-section means Cesarian section - an operation to take the baby out through a cut in the women's stomach.
To be president of the U.S., a person must be a natural U.S. citizen - they can be someone who came hear and got their citizenship through application to the government. In the joke above, the teller is making you believe that they think natural citizen refers to a natural birth.