From the limited context I would say the sentence means this person literally lives outdoors, in the woods, that sort of thing. I don't think this is referring to his character or attitude.

He lives in nature probably means that he lives outside somewher in the forest or something. And he lives in his natural state, well that he lives as he is supposed to live :)

Hi! I'm Ron in New York, USA and I am a communications engineer. I like very much to make new friends all over the world and to help people improve their spoken English. If you want to improve your English, I will be happy to help you! And if you want a new friend, lets be friends! :) My Skype: ron.jenkins86 My QQ: 1990992857