When I bought my horse I upgraded from my synthetic brushes that came as a grooming tote set to natural brushes I picked out individually. I definitely like the natural brushes more, but I'm not sure how much of it is that the brushes are just better quality to begin with. I haven't used any of the higher quality synthetics to compare against.
I'm a natural gal. I recently read that synthetic brushes actually attract dirt, so you're basically just redistributing the dirt as you brush. Since I switched to natural brushes, I'm finding my horse's coat looking cleaner and more shine which suggests the oils in his skin are benefiting too.